+47.6%
SOFI vs CRL
+11.5%
+36.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +0.2% |
| 7D | +5.6% | -0.6% | +6.2% | +6.0% |
| 30D | -2.0% | +5.0% | -7.0% | -4.3% |
| 3M | +9.2% | +50.6% | -41.4% | -11.7% |
| 6M | -4.7% | +60.9% | -65.6% | -26.5% |
| YTD | -31.2% | +40.7% | -72.0% | -43.6% |
| 1Y | -30.6% | +73.3% | -103.9% | -50.0% |
| 3Y | +110.6% | +40.6% | +70.1% | +59.8% |
| 5Y | +16.4% | -37.0% | +53.4% | +50.0% |
| All | +47.6% | +11.5% | +36.1% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling