-47.4%
SOFI vs F
-2.7%
-44.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -6.4% | -2.1% | -4.2% | -5.6% |
| 30D | +6.8% | +3.3% | +3.5% | +5.5% |
| 3M | -9.5% | -11.3% | +1.8% | -5.6% |
| 6M | +0.1% | +5.3% | -5.3% | -1.5% |
| YTD | -37.9% | -2.2% | -35.6% | -39.7% |
| 1Y | -47.4% | -3.5% | -43.9% | -47.7% |
| All | -47.4% | -2.7% | -44.7% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling