+28.1%
SOFI vs FICO
+40.1%
-12.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.4% | -3.4% |
| 7D | -2.6% | +1.4% | -4.0% | -3.0% |
| 30D | +2.6% | -0.8% | +3.3% | +2.2% |
| 3M | -12.9% | -31.3% | +18.4% | -4.5% |
| 6M | -1.7% | -33.9% | +32.2% | +5.3% |
| YTD | -40.3% | -57.6% | +17.3% | -24.1% |
| 1Y | -51.5% | -59.7% | +8.2% | -36.9% |
| 3Y | +125.2% | -28.0% | +153.2% | +111.0% |
| 5Y | -31.3% | +91.0% | -122.3% | -58.3% |
| All | +28.1% | +40.1% | -12.0% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling