+94.6%
SOFI vs CRS
+612.2%
-517.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.2% |
| 7D | -4.9% | -6.8% | +1.8% | -1.6% |
| 30D | -3.5% | -16.1% | +12.7% | +5.2% |
| 3M | +3.9% | -21.2% | +25.1% | +16.3% |
| 6M | -6.5% | +8.7% | -15.2% | -11.7% |
| YTD | -33.8% | +41.0% | -74.8% | -46.2% |
| 1Y | -33.3% | +82.7% | -115.9% | -53.5% |
| 3Y | +94.6% | +604.8% | -510.2% | -39.2% |
| All | +94.6% | +612.2% | -517.6% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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