+110.6%
SOFI vs CSX
+68.3%
+42.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.6% |
| 7D | +5.6% | +0.6% | +5.0% | +5.2% |
| 30D | -2.0% | -2.3% | +0.2% | -0.3% |
| 3M | +9.2% | +4.3% | +4.9% | +5.2% |
| 6M | -4.7% | +23.4% | -28.1% | -20.0% |
| YTD | -31.2% | +36.4% | -67.6% | -47.4% |
| 1Y | -30.6% | +53.0% | -83.7% | -52.4% |
| 3Y | +110.6% | +70.6% | +40.0% | +19.3% |
| All | +110.6% | +68.3% | +42.4% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling