+110.6%
SOFI vs F
+41.2%
+69.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.1% | +1.1% |
| 7D | +5.6% | +1.2% | +4.5% | +5.0% |
| 30D | -2.0% | +1.2% | -3.2% | -2.6% |
| 3M | +9.2% | -5.7% | +14.8% | +11.9% |
| 6M | -4.7% | +17.9% | -22.7% | -14.9% |
| YTD | -31.2% | +10.4% | -41.6% | -36.6% |
| 1Y | -30.6% | +25.3% | -56.0% | -41.7% |
| 3Y | +110.6% | +37.5% | +73.2% | +51.4% |
| All | +110.6% | +41.2% | +69.4% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling