+16.4%
SOFI vs F
+47.2%
-30.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.1% | +1.4% |
| 7D | +5.6% | +1.2% | +4.5% | +4.9% |
| 30D | -2.0% | +1.2% | -3.2% | -2.7% |
| 3M | +9.2% | -5.7% | +14.8% | +12.3% |
| 6M | -4.7% | +17.9% | -22.7% | -16.2% |
| YTD | -31.2% | +10.4% | -41.6% | -37.4% |
| 1Y | -30.6% | +25.3% | -56.0% | -42.6% |
| 3Y | +110.6% | +37.5% | +73.2% | +56.9% |
| 5Y | +16.4% | +46.5% | -30.1% | -26.0% |
| All | +16.4% | +47.2% | -30.8% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling