-40.8%
SOFI vs FDS
+31.1%
-72.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.8% | +3.4% |
| 7D | +1.4% | +9.4% | -8.0% | +0.7% |
| 30D | +9.2% | +23.8% | -14.6% | +7.0% |
| 3M | -7.1% | +25.1% | -32.2% | -9.0% |
| 6M | +7.3% | +53.8% | -46.5% | +2.2% |
| YTD | -33.6% | +19.6% | -53.2% | -38.9% |
| 1Y | -40.8% | +31.6% | -72.5% | -45.8% |
| All | -40.8% | +31.1% | -72.0% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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