+186.3%
SOFI vs CRBG
+117.3%
+69.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.3% |
| 7D | -4.9% | +0.6% | -5.5% | -5.3% |
| 30D | -3.5% | +2.6% | -6.1% | -5.2% |
| 3M | +3.9% | +24.0% | -20.1% | -10.7% |
| 6M | -6.5% | +50.5% | -57.0% | -30.2% |
| YTD | -33.8% | +17.1% | -51.0% | -41.5% |
| 1Y | -33.3% | +5.9% | -39.2% | -36.9% |
| 3Y | +94.6% | +122.7% | -28.1% | +21.2% |
| All | +186.3% | +117.3% | +69.0% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling