+41.1%
SOFI vs FERG
+107.7%
-66.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | -7.0% | -1.0% | -6.0% | -6.4% |
| 30D | -4.3% | -11.8% | +7.5% | +4.7% |
| 3M | +8.4% | -1.2% | +9.7% | +9.2% |
| 6M | -5.9% | -2.3% | -3.6% | -5.1% |
| YTD | -34.3% | +0.8% | -35.0% | -35.4% |
| 1Y | -32.6% | +0.5% | -33.0% | -33.6% |
| 3Y | +101.3% | +51.4% | +49.9% | +45.4% |
| 5Y | +12.6% | +67.5% | -54.9% | -26.9% |
| All | +41.1% | +107.7% | -66.6% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling