+16.4%
SOFI vs CSX
+66.7%
-50.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.5% |
| 7D | +5.6% | +0.6% | +5.0% | +5.1% |
| 30D | -2.0% | -2.3% | +0.2% | -0.1% |
| 3M | +9.2% | +4.3% | +4.9% | +4.8% |
| 6M | -4.7% | +23.4% | -28.1% | -21.2% |
| YTD | -31.2% | +36.4% | -67.6% | -48.3% |
| 1Y | -30.6% | +53.0% | -83.7% | -53.2% |
| 3Y | +110.6% | +70.6% | +40.0% | +25.8% |
| 5Y | +16.4% | +65.5% | -49.0% | -30.8% |
| All | +16.4% | +66.7% | -50.3% | -30.8% |
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