-31.3%
SOFI vs COO
-39.4%
+8.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.2% |
| 7D | -2.6% | -2.1% | -0.5% | -1.2% |
| 30D | +2.6% | +13.9% | -11.4% | -6.1% |
| 3M | -12.9% | -18.9% | +6.1% | -1.2% |
| 6M | -1.7% | +3.7% | -5.4% | -8.6% |
| YTD | -40.3% | -24.1% | -16.2% | -30.0% |
| 1Y | -51.5% | -14.2% | -37.3% | -48.7% |
| 3Y | +125.2% | -24.5% | +149.7% | +144.1% |
| 5Y | -31.3% | -40.4% | +9.1% | -8.0% |
| All | -31.3% | -39.4% | +8.1% | -8.0% |
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