+47.6%
SOFI vs FFIV
+121.4%
-73.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.0% |
| 7D | +5.6% | -1.5% | +7.2% | +6.8% |
| 30D | -2.0% | -2.7% | +0.6% | -0.5% |
| 3M | +9.2% | -1.7% | +10.8% | +10.0% |
| 6M | -4.7% | +36.1% | -40.8% | -26.4% |
| YTD | -31.2% | +52.6% | -83.8% | -51.8% |
| 1Y | -30.6% | +21.5% | -52.1% | -42.7% |
| 3Y | +110.6% | +142.7% | -32.0% | -1.3% |
| 5Y | +16.4% | +92.6% | -76.1% | -35.1% |
| All | +47.6% | +121.4% | -73.8% | -10.3% |
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