+119.0%
SOFI vs CRL
+97.9%
+21.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +8.4% | +11.9% | -3.5% | +3.3% |
| 3M | -16.3% | +20.2% | -36.5% | -22.6% |
| 6M | +0.7% | +107.5% | -106.8% | -25.9% |
| YTD | -41.1% | +69.4% | -110.5% | -53.5% |
| 1Y | -45.7% | +99.7% | -145.4% | -60.1% |
| 3Y | +119.0% | +98.8% | +20.3% | +61.9% |
| All | +119.0% | +97.9% | +21.1% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling