+49.3%
SOFI vs CTAS
+139.0%
-89.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +0.9% | -1.8% | +2.7% | +2.1% |
| 30D | -0.2% | -0.2% | 0.0% | -0.2% |
| 3M | +6.2% | +11.7% | -5.4% | -4.0% |
| 6M | -2.6% | +0.7% | -3.3% | -4.9% |
| YTD | -30.4% | +7.4% | -37.8% | -35.7% |
| 1Y | -28.2% | -2.1% | -26.1% | -29.0% |
| 3Y | +107.3% | +62.9% | +44.3% | +28.9% |
| 5Y | +20.2% | +111.9% | -91.7% | -39.2% |
| All | +49.3% | +139.0% | -89.6% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling