+41.1%
SOFI vs CRS
+1,541.4%
-1,500.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.2% |
| 7D | -7.0% | -4.1% | -2.9% | -5.4% |
| 30D | -4.3% | -16.6% | +12.3% | +3.2% |
| 3M | +8.4% | -14.3% | +22.7% | +15.2% |
| 6M | -5.9% | +11.6% | -17.5% | -11.1% |
| YTD | -34.3% | +42.6% | -76.8% | -44.6% |
| 1Y | -32.6% | +81.8% | -114.4% | -49.3% |
| 3Y | +101.3% | +632.1% | -530.8% | -14.0% |
| 5Y | +12.6% | +1,401.6% | -1,389.1% | -61.1% |
| All | +41.1% | +1,541.4% | -1,500.4% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling