+34.2%
SOFI vs FICO
+42.7%
-8.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.6% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | +3.6% | +9.4% | -5.8% | -0.3% |
| 3M | -9.7% | -30.4% | +20.7% | -1.4% |
| 6M | +3.9% | -35.1% | +39.0% | +12.3% |
| YTD | -37.5% | -56.8% | +19.3% | -21.0% |
| 1Y | -46.4% | -58.4% | +12.0% | -31.1% |
| 3Y | +135.9% | -26.7% | +162.6% | +119.7% |
| 5Y | -19.8% | +88.0% | -107.9% | -51.3% |
| All | +34.2% | +42.7% | -8.5% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling