+42.0%
SOFI vs F
+108.2%
-66.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.2% | -1.6% |
| 7D | -2.9% | -4.9% | +2.0% | -0.2% |
| 30D | -4.4% | -2.9% | -1.5% | -2.7% |
| 3M | +5.2% | -9.1% | +14.3% | +10.3% |
| 6M | -7.8% | +12.9% | -20.7% | -15.9% |
| YTD | -33.8% | +6.1% | -39.9% | -37.9% |
| 1Y | -33.3% | +22.5% | -55.8% | -43.2% |
| 3Y | +102.7% | +32.1% | +70.6% | +59.7% |
| 5Y | +10.5% | +43.7% | -33.3% | -16.9% |
| All | +42.0% | +108.2% | -66.1% | -0.4% |
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