+41.1%
SOFI vs COPX
+217.6%
-176.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | +3.6% |
| 7D | -7.0% | -2.9% | -4.1% | -5.7% |
| 30D | -4.3% | 0.0% | -4.3% | -4.5% |
| 3M | +8.4% | +14.8% | -6.4% | -1.4% |
| 6M | -5.9% | +7.0% | -12.9% | -12.2% |
| YTD | -34.3% | +23.8% | -58.1% | -45.8% |
| 1Y | -32.6% | +75.7% | -108.3% | -56.4% |
| 3Y | +101.3% | +156.4% | -55.1% | -2.9% |
| 5Y | +12.6% | +167.6% | -155.0% | -47.6% |
| All | +41.1% | +217.6% | -176.6% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling