+131.1%
SOFI vs CP
+35.8%
+95.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.4% | -0.7% | -5.7% | -5.9% |
| 30D | +6.8% | +9.6% | -2.8% | -0.1% |
| 3M | -9.5% | +2.2% | -11.7% | -10.9% |
| 6M | +0.1% | +11.1% | -11.0% | -8.3% |
| YTD | -37.9% | +28.2% | -66.0% | -49.8% |
| 1Y | -47.4% | +32.2% | -79.6% | -58.5% |
| All | +131.1% | +35.8% | +95.3% | +69.1% |
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