+26.4%
SOFI vs CP
+41.3%
-14.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.0% |
| 7D | -4.9% | +2.1% | -7.0% | -6.3% |
| 30D | +8.4% | +9.3% | -0.9% | +1.7% |
| 3M | -16.3% | +0.5% | -16.8% | -16.7% |
| 6M | +0.7% | +10.4% | -9.7% | -7.0% |
| YTD | -41.1% | +28.7% | -69.8% | -52.0% |
| 1Y | -45.7% | +33.2% | -78.9% | -56.9% |
| 3Y | +119.0% | +38.4% | +80.6% | +68.7% |
| 5Y | -32.2% | +26.2% | -58.4% | -45.5% |
| All | +26.4% | +41.3% | -14.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling