+41.1%
SOFI vs CTVA
+131.3%
-90.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -7.0% | -4.7% | -2.4% | -4.7% |
| 30D | -4.3% | +11.1% | -15.4% | -9.6% |
| 3M | +8.4% | +13.7% | -5.3% | -0.7% |
| 6M | -5.9% | +11.2% | -17.1% | -13.7% |
| YTD | -34.3% | +26.9% | -61.2% | -44.4% |
| 1Y | -32.6% | +18.8% | -51.4% | -41.0% |
| 3Y | +101.3% | +75.9% | +25.3% | +41.8% |
| 5Y | +12.6% | +105.2% | -92.7% | -29.0% |
| All | +41.1% | +131.3% | -90.2% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling