+49.3%
SOFI vs CSX
+76.5%
-27.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.2% |
| 7D | +0.9% | -3.4% | +4.3% | +3.6% |
| 30D | -0.2% | -3.1% | +2.9% | +2.3% |
| 3M | +6.2% | +7.2% | -0.9% | -0.1% |
| 6M | -2.6% | +16.2% | -18.7% | -15.0% |
| YTD | -30.4% | +37.5% | -68.0% | -47.5% |
| 1Y | -28.2% | +53.2% | -81.4% | -50.8% |
| 3Y | +107.3% | +68.2% | +39.0% | +28.7% |
| 5Y | +20.2% | +65.2% | -45.0% | -25.0% |
| All | +49.3% | +76.5% | -27.1% | -22.3% |
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 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