+42.0%
SOFI vs CRL
+10.5%
+31.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.3% |
| 7D | -4.9% | -3.5% | -1.4% | -3.3% |
| 30D | -3.5% | -2.1% | -1.3% | -2.3% |
| 3M | +3.9% | +48.0% | -44.1% | -15.3% |
| 6M | -6.5% | +64.7% | -71.3% | -28.7% |
| YTD | -33.8% | +39.5% | -73.3% | -45.5% |
| 1Y | -33.3% | +74.2% | -107.5% | -52.0% |
| 3Y | +94.6% | +39.4% | +55.2% | +48.2% |
| 5Y | +13.3% | -36.9% | +50.2% | +45.0% |
| All | +42.0% | +10.5% | +31.5% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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