+15.4%
SOFI vs CVX
+169.1%
-153.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -4.9% | +2.6% | -7.6% | -5.9% |
| 30D | -3.5% | +9.8% | -13.3% | -7.1% |
| 3M | +3.9% | +16.2% | -12.3% | -3.1% |
| 6M | -6.5% | +13.6% | -20.1% | -13.2% |
| YTD | -33.8% | +44.4% | -78.2% | -46.0% |
| 1Y | -33.3% | +40.6% | -73.9% | -45.0% |
| 3Y | +94.6% | +48.2% | +46.4% | +54.3% |
| All | +15.4% | +169.1% | -153.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 5y: compounded portfolio wealth divided by compounded CVX 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…
5y analysis · Full analysis span regression · 6 months rolling