+12.6%
SOFI vs FDX
+62.9%
-50.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -7.0% | -3.9% | -3.2% | -4.9% |
| 30D | -4.3% | -3.3% | -1.0% | -2.6% |
| 3M | +8.4% | -2.0% | +10.4% | +9.0% |
| 6M | -5.9% | +8.0% | -14.0% | -11.2% |
| YTD | -34.3% | +35.0% | -69.3% | -46.5% |
| 1Y | -32.6% | +73.7% | -106.2% | -53.2% |
| 3Y | +101.3% | +61.6% | +39.7% | +40.7% |
| 5Y | +12.6% | +65.4% | -52.8% | -30.8% |
| All | +12.6% | +62.9% | -50.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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