+42.0%
SOFI vs FHN
+131.4%
-89.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -4.9% | -1.2% | -3.7% | -4.3% |
| 30D | -3.5% | -4.8% | +1.3% | -1.0% |
| 3M | +3.9% | -0.7% | +4.6% | +4.1% |
| 6M | -6.5% | +10.6% | -17.1% | -11.5% |
| YTD | -33.8% | +4.6% | -38.4% | -35.5% |
| 1Y | -33.3% | +11.4% | -44.6% | -37.2% |
| 3Y | +94.6% | +132.3% | -37.7% | +37.2% |
| 5Y | +13.3% | +90.2% | -76.9% | -20.3% |
| All | +42.0% | +131.4% | -89.4% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling