+13.3%
SOFI vs COP
+188.0%
-174.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -4.4% | +11.7% | -16.1% | -7.5% |
| 3M | +5.2% | +17.7% | -12.5% | -0.4% |
| 6M | -7.8% | +18.3% | -26.1% | -14.1% |
| YTD | -33.8% | +49.1% | -82.9% | -43.6% |
| 1Y | -33.3% | +53.3% | -86.6% | -44.2% |
| 3Y | +102.7% | +22.2% | +80.5% | +80.3% |
| All | +13.3% | +188.0% | -174.6% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling