+49.3%
SOFI vs FDS
-3.6%
+52.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.2% |
| 7D | +0.9% | -1.9% | +2.8% | +1.7% |
| 30D | -0.2% | +9.0% | -9.2% | -3.7% |
| 3M | +6.2% | +18.9% | -12.6% | -2.8% |
| 6M | -2.6% | +35.1% | -37.7% | -17.0% |
| YTD | -30.4% | +5.5% | -35.9% | -33.2% |
| 1Y | -28.2% | -16.8% | -11.4% | -21.7% |
| 3Y | +107.3% | -28.1% | +135.3% | +146.2% |
| 5Y | +20.2% | -17.4% | +37.6% | +41.6% |
| All | +49.3% | -3.6% | +52.9% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling