+26.4%
SOFI vs COO
-31.3%
+57.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.8% |
| 7D | -4.9% | +0.5% | -5.3% | -5.1% |
| 30D | +8.4% | +14.2% | -5.7% | -0.3% |
| 3M | -16.3% | -18.2% | +1.9% | -6.4% |
| 6M | +0.7% | +5.3% | -4.6% | -6.7% |
| YTD | -41.1% | -23.6% | -17.5% | -31.9% |
| 1Y | -45.7% | -12.7% | -33.0% | -43.4% |
| 3Y | +119.0% | -24.2% | +143.2% | +139.6% |
| 5Y | -32.2% | -40.0% | +7.7% | -15.2% |
| All | +26.4% | -31.3% | +57.7% | +44.7% |
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