+28.1%
SOFI vs CSGP
-67.7%
+95.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.4% | -3.6% |
| 7D | -2.6% | -6.1% | +3.5% | +1.1% |
| 30D | +2.6% | +0.3% | +2.2% | -1.0% |
| 3M | -12.9% | -1.3% | -11.6% | -16.1% |
| 6M | -1.7% | -8.9% | +7.2% | -2.6% |
| YTD | -40.3% | -55.2% | +14.9% | -3.7% |
| 1Y | -51.5% | -56.4% | +4.9% | -20.2% |
| 3Y | +125.2% | -62.2% | +187.4% | +303.3% |
| 5Y | -31.3% | -63.7% | +32.3% | +25.0% |
| All | +28.1% | -67.7% | +95.8% | +133.0% |
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