+33.4%
SOFI vs F
+91.9%
-58.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -6.4% | -2.1% | -4.2% | -5.2% |
| 30D | +6.8% | +3.3% | +3.5% | +5.0% |
| 3M | -9.5% | -11.3% | +1.8% | -3.3% |
| 6M | +0.1% | +5.3% | -5.3% | -5.1% |
| YTD | -37.9% | -2.2% | -35.6% | -39.0% |
| 1Y | -47.4% | -3.5% | -43.9% | -47.9% |
| 3Y | +134.4% | +49.5% | +84.9% | +72.5% |
| 5Y | -29.2% | -13.5% | -15.6% | -36.4% |
| All | +33.4% | +91.9% | -58.5% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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