+15.4%
SOFI vs FDS
-29.0%
+44.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +1.2% |
| 7D | -4.9% | -14.0% | +9.1% | +1.2% |
| 30D | -3.5% | -6.2% | +2.8% | -1.1% |
| 3M | +3.9% | +10.2% | -6.3% | -2.9% |
| 6M | -6.5% | +27.4% | -34.0% | -20.7% |
| YTD | -33.8% | -9.3% | -24.6% | -32.4% |
| 1Y | -33.3% | -28.6% | -4.6% | -20.8% |
| 3Y | +94.6% | -36.8% | +131.4% | +147.9% |
| All | +15.4% | -29.0% | +44.4% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling