-33.3%
SOFI vs CRL
+80.5%
-113.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | -4.9% | -3.5% | -1.4% | -4.1% |
| 30D | -3.5% | -2.1% | -1.3% | -2.8% |
| 3M | +3.9% | +48.0% | -44.1% | -6.0% |
| 6M | -6.5% | +64.7% | -71.3% | -18.1% |
| YTD | -33.8% | +39.5% | -73.3% | -40.7% |
| 1Y | -33.3% | +74.2% | -107.5% | -37.6% |
| All | -33.3% | +80.5% | -113.8% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling