+16.4%
SOFI vs FE
+48.2%
-31.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +5.6% | +0.6% | +5.0% | +5.5% |
| 30D | -2.0% | -2.1% | +0.1% | -1.4% |
| 3M | +9.2% | +2.6% | +6.5% | +8.0% |
| 6M | -4.7% | -6.8% | +2.1% | -2.9% |
| YTD | -31.2% | +6.9% | -38.1% | -33.4% |
| 1Y | -30.6% | +11.6% | -42.2% | -33.9% |
| 3Y | +110.6% | +47.7% | +62.9% | +72.2% |
| 5Y | +16.4% | +46.2% | -29.8% | +7.4% |
| All | +16.4% | +48.2% | -31.8% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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