+47.6%
SOFI vs FCEL
-94.8%
+142.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.8% | -19.9% | -5.5% |
| 7D | +5.6% | +4.0% | +1.6% | +3.6% |
| 30D | -2.0% | -13.1% | +11.1% | -0.4% |
| 3M | +9.2% | +14.6% | -5.4% | -2.2% |
| 6M | -4.7% | +133.7% | -138.4% | -37.5% |
| YTD | -31.2% | +143.0% | -174.2% | -56.3% |
| 1Y | -30.6% | +320.9% | -351.5% | -65.2% |
| 3Y | +110.6% | -58.9% | +169.5% | +79.0% |
| 5Y | +16.4% | -89.7% | +106.1% | +56.2% |
| All | +47.6% | -94.8% | +142.4% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 all: compounded portfolio wealth divided by compounded FCEL 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…
all analysis · Full analysis span regression · 6 months rolling