+15.4%
SOFI vs CNI
+12.6%
+2.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | -4.9% | -0.4% | -4.6% | -4.6% |
| 30D | -3.5% | -2.7% | -0.8% | -0.9% |
| 3M | +3.9% | +3.9% | 0.0% | -0.3% |
| 6M | -6.5% | +16.4% | -22.9% | -18.8% |
| YTD | -33.8% | +25.8% | -59.6% | -47.1% |
| 1Y | -33.3% | +32.4% | -65.7% | -49.3% |
| 3Y | +94.6% | +19.1% | +75.5% | +61.0% |
| All | +15.4% | +12.6% | +2.7% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling