-40.8%
SOFI vs COP
+61.7%
-102.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.2% | +8.8% | +1.6% |
| 7D | +1.4% | -8.1% | +9.5% | -1.7% |
| 30D | +9.2% | +6.7% | +2.5% | +11.7% |
| 3M | -7.1% | +16.9% | -23.9% | -1.5% |
| 6M | +7.3% | +11.2% | -3.9% | +14.7% |
| YTD | -33.6% | +49.5% | -83.1% | -33.7% |
| 1Y | -40.8% | +60.7% | -101.5% | -43.0% |
| All | -40.8% | +61.7% | -102.5% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling