-29.2%
SOFI vs FE
+47.0%
-76.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.4% | -0.4% | -6.0% | -6.3% |
| 30D | +6.8% | +3.6% | +3.2% | +5.7% |
| 3M | -9.5% | +0.3% | -9.8% | -9.7% |
| 6M | +0.1% | +6.4% | -6.4% | -2.3% |
| YTD | -37.9% | +8.1% | -46.0% | -40.0% |
| 1Y | -47.4% | +4.6% | -52.0% | -48.6% |
| 3Y | +134.4% | +49.1% | +85.3% | +89.8% |
| 5Y | -29.2% | +46.1% | -75.3% | -44.2% |
| All | -29.2% | +47.0% | -76.2% | -44.2% |
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