+33.4%
SOFI vs CSX
+85.4%
-52.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.8% |
| 7D | -6.4% | -0.3% | -6.1% | -6.2% |
| 30D | +6.8% | +8.7% | -1.9% | +0.2% |
| 3M | -9.5% | +4.2% | -13.7% | -12.4% |
| 6M | +0.1% | +16.7% | -16.6% | -12.4% |
| YTD | -37.9% | +44.5% | -82.3% | -55.0% |
| 1Y | -47.4% | +50.3% | -97.7% | -63.1% |
| 3Y | +134.4% | +76.3% | +58.1% | +40.0% |
| 5Y | -29.2% | +58.1% | -87.3% | -54.6% |
| All | +33.4% | +85.4% | -52.0% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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