+41.1%
SOFI vs FGI
-69.8%
+110.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.2% |
| 7D | +5.6% | +5.2% | +0.5% | +5.4% |
| 30D | -2.0% | +65.2% | -67.2% | -6.2% |
| 3M | +9.2% | +30.2% | -21.0% | +5.3% |
| 6M | -4.7% | +87.8% | -92.5% | -12.1% |
| YTD | -31.2% | +32.5% | -63.7% | -35.5% |
| 1Y | -30.6% | +93.6% | -124.2% | -38.4% |
| 3Y | +110.6% | -2.6% | +113.2% | +89.5% |
| All | +41.1% | -69.8% | +110.9% | +40.6% |
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