-33.3%
SOFI vs CTVA
+18.2%
-51.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -4.9% | -4.5% | -0.4% | -4.7% |
| 30D | -3.5% | +11.3% | -14.8% | -4.1% |
| 3M | +3.9% | +12.3% | -8.4% | +0.3% |
| 6M | -6.5% | +7.2% | -13.7% | -9.7% |
| YTD | -33.8% | +26.0% | -59.8% | -41.3% |
| 1Y | -33.3% | +16.0% | -49.3% | -40.6% |
| All | -33.3% | +18.2% | -51.5% | -40.6% |
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