+94.6%
SOFI vs CVS
+60.9%
+33.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -4.9% | -2.2% | -2.8% | -4.7% |
| 30D | -3.5% | -0.1% | -3.4% | -3.5% |
| 3M | +3.9% | -5.2% | +9.1% | +4.5% |
| 6M | -6.5% | +26.9% | -33.4% | -9.9% |
| YTD | -33.8% | +22.1% | -55.9% | -36.0% |
| 1Y | -33.3% | +30.8% | -64.1% | -36.2% |
| 3Y | +94.6% | +54.4% | +40.2% | +68.4% |
| All | +94.6% | +60.9% | +33.7% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling