+10.5%
SOFI vs COO
-44.2%
+54.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.2% | +2.4% | +0.4% |
| 7D | -2.9% | -9.0% | +6.1% | +3.4% |
| 30D | -4.4% | -16.8% | +12.5% | +8.0% |
| 3M | +5.2% | -7.5% | +12.7% | +9.5% |
| 6M | -7.8% | -16.3% | +8.5% | +2.6% |
| YTD | -33.8% | -22.5% | -11.3% | -22.4% |
| 1Y | -33.3% | -7.0% | -26.3% | -32.8% |
| 3Y | +102.7% | -27.5% | +130.1% | +134.7% |
| 5Y | +10.5% | -43.3% | +53.8% | +57.3% |
| All | +10.5% | -44.2% | +54.6% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling