+47.6%
SOFI vs COP
+308.0%
-260.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | +5.6% | -0.8% | +6.5% | +5.9% |
| 30D | -2.0% | +15.6% | -17.6% | -6.3% |
| 3M | +9.2% | +14.3% | -5.2% | +4.0% |
| 6M | -4.7% | +17.0% | -21.7% | -11.1% |
| YTD | -31.2% | +47.4% | -78.6% | -41.2% |
| 1Y | -30.6% | +52.4% | -83.0% | -41.8% |
| 3Y | +110.6% | +20.8% | +89.8% | +88.7% |
| 5Y | +16.4% | +191.7% | -175.3% | -23.4% |
| All | +47.6% | +308.0% | -260.4% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling