+94.6%
SOFI vs FERG
+51.9%
+42.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | -4.9% | -2.6% | -2.4% | -3.1% |
| 30D | -3.5% | -8.9% | +5.4% | +3.4% |
| 3M | +3.9% | -2.0% | +5.9% | +5.2% |
| 6M | -6.5% | -3.2% | -3.3% | -5.1% |
| YTD | -33.8% | +1.5% | -35.3% | -35.5% |
| 1Y | -33.3% | +0.5% | -33.8% | -34.3% |
| 3Y | +94.6% | +50.4% | +44.2% | +34.6% |
| All | +94.6% | +51.9% | +42.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 3y: compounded portfolio wealth divided by compounded FERG 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…
3y analysis · Full analysis span regression · 6 months rolling