-29.2%
SOFI vs CSX
+56.8%
-86.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.9% |
| 7D | -6.4% | -0.3% | -6.1% | -6.2% |
| 30D | +6.8% | +8.7% | -1.9% | -0.1% |
| 3M | -9.5% | +4.2% | -13.7% | -12.5% |
| 6M | +0.1% | +16.7% | -16.6% | -12.9% |
| YTD | -37.9% | +44.5% | -82.3% | -55.7% |
| 1Y | -47.4% | +50.3% | -97.7% | -63.8% |
| 3Y | +134.4% | +76.3% | +58.1% | +34.5% |
| 5Y | -29.2% | +58.1% | -87.3% | -57.8% |
| All | -29.2% | +56.8% | -86.0% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling