+41.1%
SOFI vs COO
-40.6%
+81.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.7% | +14.0% | +8.5% |
| 7D | -7.0% | -23.3% | +16.3% | +8.8% |
| 30D | -4.3% | -29.5% | +25.2% | +18.1% |
| 3M | +8.4% | -20.0% | +28.4% | +22.0% |
| 6M | -5.9% | -27.2% | +21.3% | +12.3% |
| YTD | -34.3% | -33.9% | -0.4% | -16.4% |
| 1Y | -32.6% | -19.9% | -12.6% | -26.3% |
| 3Y | +101.3% | -38.1% | +139.4% | +154.5% |
| 5Y | +12.6% | -52.0% | +64.5% | +58.3% |
| All | +41.1% | -40.6% | +81.7% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling