+47.6%
SOFI vs CVS
+68.3%
-20.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +5.6% | -1.6% | +7.2% | +5.9% |
| 30D | -2.0% | +0.4% | -2.4% | -2.2% |
| 3M | +9.2% | -0.4% | +9.6% | +9.1% |
| 6M | -4.7% | +25.1% | -29.9% | -9.9% |
| YTD | -31.2% | +23.9% | -55.1% | -35.2% |
| 1Y | -30.6% | +41.1% | -71.7% | -36.8% |
| 3Y | +110.6% | +63.6% | +47.0% | +79.6% |
| 5Y | +16.4% | +31.5% | -15.1% | +5.3% |
| All | +47.6% | +68.3% | -20.7% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling