+37.3%
SOFI vs CSGP
-66.5%
+103.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.1% | +2.0% |
| 7D | +0.9% | -1.8% | +2.7% | +2.0% |
| 30D | +6.0% | +5.3% | +0.7% | -0.6% |
| 3M | -8.9% | +3.3% | -12.2% | -14.8% |
| 6M | +6.3% | -4.7% | +11.0% | +2.5% |
| YTD | -36.0% | -53.5% | +17.5% | +0.9% |
| 1Y | -40.6% | -53.7% | +13.1% | -6.2% |
| 3Y | +144.5% | -59.7% | +204.3% | +319.0% |
| 5Y | -24.3% | -62.5% | +38.1% | +35.0% |
| All | +37.3% | -66.5% | +103.8% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling