-33.3%
SOFI vs COP
+52.6%
-85.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.7% |
| 7D | -4.9% | +2.3% | -7.2% | -4.2% |
| 30D | -3.5% | +8.6% | -12.1% | -0.9% |
| 3M | +3.9% | +19.9% | -16.0% | +10.7% |
| 6M | -6.5% | +19.0% | -25.6% | -2.6% |
| YTD | -33.8% | +50.0% | -83.8% | -33.9% |
| 1Y | -33.3% | +50.5% | -83.8% | -35.1% |
| All | -33.3% | +52.6% | -85.9% | -35.1% |
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