+49.3%
SOFI vs FDX
+70.5%
-21.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +0.9% | -2.5% | +3.4% | +2.2% |
| 30D | -0.2% | +3.8% | -4.0% | -2.3% |
| 3M | +6.2% | -1.3% | +7.5% | +6.4% |
| 6M | -2.6% | +5.0% | -7.6% | -6.1% |
| YTD | -30.4% | +39.6% | -70.0% | -43.0% |
| 1Y | -28.2% | +81.1% | -109.3% | -49.3% |
| 3Y | +107.3% | +63.0% | +44.2% | +51.0% |
| 5Y | +20.2% | +65.6% | -45.4% | -23.6% |
| All | +49.3% | +70.5% | -21.2% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling