+26.4%
SOFI vs FFIV
+75.6%
-49.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.3% | +0.4% |
| 7D | -4.9% | -0.5% | -4.3% | -4.5% |
| 30D | +8.4% | -32.4% | +40.8% | +34.9% |
| 3M | -16.3% | -25.7% | +9.4% | -3.5% |
| 6M | +0.7% | -13.5% | +14.2% | +3.5% |
| YTD | -41.1% | +21.1% | -62.2% | -54.5% |
| 1Y | -45.7% | +29.4% | -75.1% | -60.4% |
| 3Y | +119.0% | +94.9% | +24.1% | +12.2% |
| 5Y | -32.2% | +34.7% | -67.0% | -57.2% |
| All | +26.4% | +75.6% | -49.3% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling