+110.6%
SOFI vs CP
+20.4%
+90.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | +5.6% | +2.4% | +3.2% | +3.8% |
| 30D | -2.0% | -0.5% | -1.5% | -1.5% |
| 3M | +9.2% | +1.4% | +7.7% | +7.6% |
| 6M | -4.7% | +10.3% | -15.0% | -12.3% |
| YTD | -31.2% | +24.3% | -55.5% | -43.1% |
| 1Y | -30.6% | +20.4% | -51.1% | -41.1% |
| 3Y | +110.6% | +21.8% | +88.9% | +68.3% |
| All | +110.6% | +20.4% | +90.3% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling