-32.6%
SOFI vs CP
+20.0%
-52.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -7.0% | -2.7% | -4.3% | -5.9% |
| 30D | -4.3% | -3.4% | -0.9% | -2.6% |
| 3M | +8.4% | -0.6% | +9.1% | +8.8% |
| 6M | -5.9% | +6.3% | -12.2% | -8.8% |
| YTD | -34.3% | +21.2% | -55.4% | -39.8% |
| 1Y | -32.6% | +20.0% | -52.6% | -39.4% |
| All | -32.6% | +20.0% | -52.6% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling