+15.4%
SOFI vs CRWD
+219.6%
-204.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.2% |
| 7D | -4.9% | -3.0% | -2.0% | -3.4% |
| 30D | -3.5% | -6.8% | +3.3% | -1.7% |
| 3M | +3.9% | +19.6% | -15.7% | -8.8% |
| 6M | -6.5% | +87.1% | -93.6% | -37.5% |
| YTD | -33.8% | +76.4% | -110.3% | -54.8% |
| 1Y | -33.3% | +90.8% | -124.1% | -56.3% |
| 3Y | +94.6% | +380.0% | -285.4% | -30.6% |
| All | +15.4% | +219.6% | -204.2% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 5y: compounded portfolio wealth divided by compounded CRWD 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…
5y analysis · Full analysis span regression · 6 months rolling