+42.0%
SOFI vs CVS
+65.9%
-23.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -4.9% | -2.2% | -2.8% | -4.5% |
| 30D | -3.5% | -0.1% | -3.4% | -3.6% |
| 3M | +3.9% | -5.2% | +9.1% | +4.8% |
| 6M | -6.5% | +26.9% | -33.4% | -12.0% |
| YTD | -33.8% | +22.1% | -55.9% | -37.5% |
| 1Y | -33.3% | +30.8% | -64.1% | -38.1% |
| 3Y | +94.6% | +54.4% | +40.2% | +69.1% |
| 5Y | +13.3% | +33.4% | -20.1% | +1.7% |
| All | +42.0% | +65.9% | -23.9% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 10y: compounded portfolio wealth divided by compounded CVS 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…
10y analysis · Full analysis span regression · 6 months rolling