+49.3%
SOFI vs FICO
+82.1%
-32.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.7% | +15.1% | +4.5% |
| 7D | +0.9% | -19.2% | +20.1% | +8.3% |
| 30D | -0.2% | -14.6% | +14.4% | +4.9% |
| 3M | +6.2% | -20.1% | +26.3% | +10.9% |
| 6M | -2.6% | -36.3% | +33.8% | +10.0% |
| YTD | -30.4% | -44.9% | +14.5% | -16.5% |
| 1Y | -28.2% | -38.6% | +10.4% | -19.7% |
| 3Y | +107.3% | +4.0% | +103.3% | +73.0% |
| 5Y | +20.2% | +99.5% | -79.3% | -28.2% |
| All | +49.3% | +82.1% | -32.7% | -16.9% |
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 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