-51.5%
SOFI vs FGI
+51.2%
-102.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.2% | -10.1% | -4.1% |
| 7D | -2.6% | +13.5% | -16.1% | -2.9% |
| 30D | +2.6% | +17.1% | -14.5% | +2.1% |
| 3M | -12.9% | +78.0% | -90.9% | -15.8% |
| 6M | -1.7% | +46.4% | -48.1% | -5.0% |
| YTD | -40.3% | +47.7% | -88.0% | -43.0% |
| 1Y | -51.5% | +56.8% | -108.3% | -54.9% |
| All | -51.5% | +51.2% | -102.6% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling