-28.2%
SOFI vs COP
+46.5%
-74.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.9% |
| 7D | +0.9% | +3.0% | -2.1% | +1.9% |
| 30D | -0.2% | +17.5% | -17.7% | +4.8% |
| 3M | +6.2% | +13.4% | -7.1% | +12.0% |
| 6M | -2.6% | +17.7% | -20.3% | +0.9% |
| YTD | -30.4% | +46.6% | -77.0% | -30.1% |
| 1Y | -28.2% | +44.6% | -72.8% | -30.3% |
| All | -28.2% | +46.5% | -74.7% | -30.3% |
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