+28.1%
SOFI vs CSX
+87.1%
-59.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.7% |
| 7D | -2.6% | +3.1% | -5.6% | -4.9% |
| 30D | +2.6% | +9.7% | -7.2% | -4.5% |
| 3M | -12.9% | +4.9% | -17.8% | -16.1% |
| 6M | -1.7% | +18.4% | -20.1% | -14.9% |
| YTD | -40.3% | +45.9% | -86.2% | -57.1% |
| 1Y | -51.5% | +50.0% | -101.4% | -65.8% |
| 3Y | +125.2% | +78.0% | +47.2% | +33.5% |
| 5Y | -31.3% | +59.2% | -90.5% | -56.3% |
| All | +28.1% | +87.1% | -59.0% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling