+41.1%
SOFI vs COF
+129.8%
-88.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.8% |
| 7D | -7.0% | -6.1% | -1.0% | -2.1% |
| 30D | -4.3% | -5.2% | +0.9% | +0.1% |
| 3M | +8.4% | +17.0% | -8.6% | -4.7% |
| 6M | -5.9% | +12.9% | -18.8% | -14.9% |
| YTD | -34.3% | -13.5% | -20.7% | -26.7% |
| 1Y | -32.6% | -5.9% | -26.7% | -29.8% |
| 3Y | +101.3% | +117.1% | -15.8% | +9.0% |
| 5Y | +12.6% | +45.4% | -32.8% | -23.0% |
| All | +41.1% | +129.8% | -88.8% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling