-2.6%
SOFI vs F
+15.6%
-18.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -2.0% |
| 7D | +0.9% | +5.3% | -4.4% | -0.6% |
| 30D | -0.2% | +4.6% | -4.8% | -1.3% |
| 3M | +6.2% | -3.7% | +9.9% | +6.6% |
| 6M | -2.6% | +16.8% | -19.4% | -4.4% |
| All | -2.6% | +15.6% | -18.1% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling