-5.9%
SOFI vs CORZ
+13.5%
-19.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.6% |
| 7D | -7.0% | -3.0% | -4.1% | -6.2% |
| 30D | -4.3% | -12.1% | +7.8% | -0.7% |
| 3M | +8.4% | -32.4% | +40.8% | +18.9% |
| 6M | -5.9% | +12.4% | -18.3% | -16.1% |
| All | -5.9% | +13.5% | -19.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 6mo: compounded portfolio wealth divided by compounded CORZ 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…
6mo analysis · Full analysis span regression · 6 months rolling