+12.6%
SOFI vs FHN
+87.6%
-75.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | -7.0% | -0.8% | -6.2% | -6.6% |
| 30D | -4.3% | -2.6% | -1.6% | -3.0% |
| 3M | +8.4% | +0.8% | +7.6% | +7.8% |
| 6M | -5.9% | +9.2% | -15.1% | -10.3% |
| YTD | -34.3% | +5.1% | -39.4% | -36.1% |
| 1Y | -32.6% | +12.2% | -44.8% | -36.7% |
| 3Y | +101.3% | +132.4% | -31.1% | +44.3% |
| 5Y | +12.6% | +91.1% | -78.5% | -20.8% |
| All | +12.6% | +87.6% | -75.1% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling