-40.8%
SOFI vs COO
-7.7%
-33.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.3% | +2.7% |
| 7D | +1.4% | +8.4% | -7.0% | +0.1% |
| 30D | +9.2% | +13.5% | -4.3% | +6.7% |
| 3M | -7.1% | -13.8% | +6.7% | -4.6% |
| 6M | +7.3% | +4.7% | +2.6% | +4.0% |
| YTD | -33.6% | -21.4% | -12.2% | -29.7% |
| 1Y | -40.8% | -6.7% | -34.1% | -44.9% |
| All | -40.8% | -7.7% | -33.2% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling