+47.6%
SOFI vs COO
-25.8%
+73.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | +0.6% |
| 7D | +5.6% | -2.3% | +7.9% | +7.3% |
| 30D | -2.0% | -8.8% | +6.8% | +3.8% |
| 3M | +9.2% | +1.3% | +7.8% | +6.9% |
| 6M | -4.7% | -11.6% | +6.9% | +2.0% |
| YTD | -31.2% | -17.4% | -13.8% | -23.1% |
| 1Y | -30.6% | -1.6% | -29.0% | -32.5% |
| 3Y | +110.6% | -22.6% | +133.3% | +134.1% |
| 5Y | +16.4% | -40.3% | +56.8% | +44.1% |
| All | +47.6% | -25.8% | +73.4% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling