+12.6%
SOFI vs CTAS
+107.0%
-94.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | -7.0% | -1.3% | -5.7% | -6.1% |
| 30D | -4.3% | -3.1% | -1.2% | -2.3% |
| 3M | +8.4% | +10.3% | -1.8% | -1.6% |
| 6M | -5.9% | +1.6% | -7.5% | -9.2% |
| YTD | -34.3% | +6.3% | -40.6% | -39.2% |
| 1Y | -32.6% | -0.5% | -32.1% | -34.4% |
| 3Y | +101.3% | +64.6% | +36.7% | +13.6% |
| 5Y | +12.6% | +106.0% | -93.5% | -51.5% |
| All | +12.6% | +107.0% | -94.5% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling