+32.9%
SOFI vs FICO
+37.6%
-4.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -3.3% | -0.9% | -2.3% | -3.1% |
| 30D | +3.5% | +3.3% | +0.2% | +1.3% |
| 3M | -10.4% | -31.7% | +21.3% | -1.8% |
| 6M | -0.6% | -34.0% | +33.4% | +6.1% |
| YTD | -38.1% | -58.3% | +20.2% | -20.8% |
| 1Y | -40.3% | -57.9% | +17.6% | -24.0% |
| 3Y | +116.4% | -24.1% | +140.5% | +96.5% |
| 5Y | -28.2% | +85.3% | -113.5% | -56.0% |
| All | +32.9% | +37.6% | -4.7% | -21.2% |
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