+15.4%
SOFI vs COF
+44.8%
-29.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.1% |
| 7D | -4.9% | -5.1% | +0.2% | -0.4% |
| 30D | -3.5% | -6.0% | +2.6% | +2.1% |
| 3M | +3.9% | +14.8% | -10.9% | -8.1% |
| 6M | -6.5% | +15.3% | -21.9% | -17.6% |
| YTD | -33.8% | -13.0% | -20.8% | -26.2% |
| 1Y | -33.3% | -5.7% | -27.6% | -30.6% |
| 3Y | +94.6% | +118.1% | -23.5% | -2.1% |
| All | +15.4% | +44.8% | -29.4% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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