-33.3%
SOFI vs CSX
+51.3%
-84.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.5% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -4.4% | -3.2% | -1.1% | -3.5% |
| 3M | +5.2% | +2.6% | +2.6% | +4.3% |
| 6M | -7.8% | +19.8% | -27.6% | -12.8% |
| YTD | -33.8% | +34.7% | -68.5% | -39.9% |
| 1Y | -33.3% | +52.1% | -85.4% | -38.8% |
| All | -33.3% | +51.3% | -84.6% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling