-28.7%
SOFI vs CSGP
-63.4%
+34.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.7% | +3.8% |
| 7D | -3.3% | +1.3% | -4.5% | -4.2% |
| 30D | +3.5% | +10.7% | -7.2% | -6.6% |
| 3M | -10.4% | +3.3% | -13.7% | -16.4% |
| 6M | -0.6% | -10.3% | +9.8% | -0.4% |
| YTD | -38.1% | -54.6% | +16.5% | -0.1% |
| 1Y | -40.3% | -54.6% | +14.3% | -3.8% |
| 3Y | +116.4% | -60.3% | +176.8% | +275.5% |
| All | -28.7% | -63.4% | +34.7% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling