+47.6%
SOFI vs FICO
+82.3%
-34.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +5.6% | -15.4% | +21.1% | +11.5% |
| 30D | -2.0% | -10.4% | +8.4% | +1.2% |
| 3M | +9.2% | -22.7% | +31.8% | +15.5% |
| 6M | -4.7% | -36.8% | +32.1% | +7.9% |
| YTD | -31.2% | -44.8% | +13.6% | -17.5% |
| 1Y | -30.6% | -39.3% | +8.7% | -21.9% |
| 3Y | +110.6% | +3.7% | +106.9% | +76.1% |
| 5Y | +16.4% | +101.7% | -85.3% | -30.6% |
| All | +47.6% | +82.3% | -34.7% | -17.9% |
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