-40.8%
SOFI vs CTVA
+33.4%
-74.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +3.9% |
| 7D | +1.4% | +8.2% | -6.8% | +2.2% |
| 30D | +9.2% | -1.0% | +10.2% | +9.1% |
| 3M | -7.1% | +4.6% | -11.6% | -7.0% |
| 6M | +7.3% | +0.5% | +6.8% | +5.6% |
| YTD | -33.6% | +22.7% | -56.3% | -45.8% |
| 1Y | -40.8% | +32.0% | -72.8% | -57.9% |
| All | -40.8% | +33.4% | -74.3% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling