+15.0%
SOFI vs FICO
+99.8%
-84.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.7% | +15.1% | +4.8% |
| 7D | +0.9% | -19.2% | +20.1% | +8.7% |
| 30D | -0.2% | -14.6% | +14.4% | +5.1% |
| 3M | +6.2% | -20.1% | +26.3% | +11.0% |
| 6M | -2.6% | -36.3% | +33.8% | +10.6% |
| YTD | -30.4% | -44.9% | +14.5% | -15.6% |
| 1Y | -28.2% | -38.6% | +10.4% | -19.3% |
| 3Y | +107.3% | +4.0% | +103.3% | +65.7% |
| All | +15.0% | +99.8% | -84.8% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling