-40.8%
SOFI vs FICO
-57.1%
+16.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.9% | +3.8% |
| 7D | +1.4% | +0.4% | +1.0% | +1.4% |
| 30D | +9.2% | +1.7% | +7.5% | +9.0% |
| 3M | -7.1% | -33.0% | +26.0% | -5.1% |
| 6M | +7.3% | -33.9% | +41.1% | +5.5% |
| YTD | -33.6% | -58.5% | +24.9% | -24.6% |
| 1Y | -40.8% | -56.4% | +15.5% | -34.5% |
| All | -40.8% | -57.1% | +16.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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