+49.3%
SOFI vs FE
+93.5%
-44.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +0.9% | +1.9% | -1.1% | +0.6% |
| 30D | -0.2% | -1.2% | +1.0% | 0.0% |
| 3M | +6.2% | +3.5% | +2.7% | +5.5% |
| 6M | -2.6% | -6.1% | +3.5% | -1.8% |
| YTD | -30.4% | +7.6% | -38.0% | -31.6% |
| 1Y | -28.2% | +11.9% | -40.1% | -30.0% |
| 3Y | +107.3% | +48.4% | +58.9% | +88.3% |
| 5Y | +20.2% | +44.8% | -24.6% | +12.8% |
| All | +49.3% | +93.5% | -44.2% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling