+42.0%
SOFI vs CRWD
+295.9%
-253.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.2% |
| 7D | -2.9% | +2.2% | -5.0% | -4.0% |
| 30D | -4.4% | -7.7% | +3.4% | -2.0% |
| 3M | +5.2% | +28.9% | -23.7% | -12.0% |
| 6M | -7.8% | +91.5% | -99.2% | -40.1% |
| YTD | -33.8% | +77.3% | -111.1% | -55.5% |
| 1Y | -33.3% | +96.3% | -129.5% | -57.7% |
| 3Y | +102.7% | +394.5% | -291.8% | -32.0% |
| 5Y | +10.5% | +213.5% | -203.0% | -53.8% |
| All | +42.0% | +295.9% | -253.8% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling