+27.0%
SOFI vs FGI
-70.6%
+97.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.1% |
| 7D | -3.3% | -7.0% | +3.7% | -3.0% |
| 30D | +3.5% | -4.2% | +7.7% | +3.6% |
| 3M | -10.4% | +55.6% | -66.0% | -14.2% |
| 6M | -0.6% | -3.2% | +2.6% | -3.3% |
| YTD | -38.1% | +29.1% | -67.2% | -42.0% |
| 1Y | -40.3% | +51.0% | -91.3% | -45.0% |
| 3Y | +116.4% | +1.5% | +114.9% | +93.4% |
| All | +27.0% | -70.6% | +97.6% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling