+47.6%
SOFI vs CSGP
-67.5%
+115.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | +0.1% |
| 7D | +5.6% | -5.1% | +10.8% | +9.3% |
| 30D | -2.0% | +0.3% | -2.3% | -3.2% |
| 3M | +9.2% | -9.1% | +18.3% | +13.1% |
| 6M | -4.7% | -37.3% | +32.6% | +28.5% |
| YTD | -31.2% | -54.9% | +23.7% | +14.7% |
| 1Y | -30.6% | -65.5% | +34.9% | +42.4% |
| 3Y | +110.6% | -63.3% | +173.9% | +300.8% |
| 5Y | +16.4% | -65.8% | +82.2% | +125.5% |
| All | +47.6% | -67.5% | +115.1% | +177.3% |
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