+42.0%
SOFI vs CTAS
+140.2%
-98.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.4% |
| 7D | -4.9% | +0.5% | -5.5% | -5.3% |
| 30D | -3.5% | -0.7% | -2.7% | -3.1% |
| 3M | +3.9% | +11.1% | -7.2% | -5.5% |
| 6M | -6.5% | +2.1% | -8.7% | -9.8% |
| YTD | -33.8% | +8.0% | -41.8% | -39.1% |
| 1Y | -33.3% | -0.5% | -32.8% | -34.8% |
| 3Y | +94.6% | +66.2% | +28.4% | +19.1% |
| 5Y | +13.3% | +109.2% | -95.9% | -42.5% |
| All | +42.0% | +140.2% | -98.3% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling