-40.8%
SOFI vs FHN
+14.6%
-55.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +2.0% | +2.5% |
| 7D | +1.4% | +2.3% | -0.9% | -0.1% |
| 30D | +9.2% | +1.6% | +7.5% | +7.9% |
| 3M | -7.1% | -8.4% | +1.3% | -1.4% |
| 6M | +7.3% | -2.3% | +9.6% | +7.8% |
| YTD | -33.6% | +1.5% | -35.1% | -35.7% |
| 1Y | -40.8% | +15.0% | -55.8% | -51.0% |
| All | -40.8% | +14.6% | -55.4% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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