+15.4%
SOFI vs COPX
+163.4%
-148.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.9% | -2.3% | -2.6% | -3.9% |
| 30D | -3.5% | +0.3% | -3.7% | -3.9% |
| 3M | +3.9% | +6.8% | -2.9% | -1.4% |
| 6M | -6.5% | +7.9% | -14.5% | -13.6% |
| YTD | -33.8% | +23.7% | -57.6% | -46.0% |
| 1Y | -33.3% | +71.5% | -104.8% | -57.3% |
| 3Y | +94.6% | +149.1% | -54.5% | -9.5% |
| All | +15.4% | +163.4% | -148.0% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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