+42.0%
SOFI vs FFIV
+133.9%
-92.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -1.7% |
| 7D | -4.9% | +5.4% | -10.4% | -8.7% |
| 30D | -3.5% | -2.7% | -0.8% | -2.0% |
| 3M | +3.9% | +4.5% | -0.6% | -0.1% |
| 6M | -6.5% | +42.2% | -48.7% | -30.2% |
| YTD | -33.8% | +61.3% | -95.1% | -55.6% |
| 1Y | -33.3% | +23.0% | -56.3% | -45.2% |
| 3Y | +94.6% | +156.3% | -61.7% | -12.5% |
| 5Y | +13.3% | +102.9% | -89.6% | -39.4% |
| All | +42.0% | +133.9% | -92.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling