-40.8%
SOFI vs FIS
-50.5%
+9.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -23.7% | +27.3% | +6.2% |
| 7D | +1.4% | -18.4% | +19.8% | +2.0% |
| 30D | +9.2% | -11.4% | +20.5% | +6.9% |
| 3M | -7.1% | -32.0% | +24.9% | -1.7% |
| 6M | +7.3% | -35.6% | +42.9% | +15.5% |
| YTD | -33.6% | -53.8% | +20.2% | -16.3% |
| 1Y | -40.8% | -51.1% | +10.2% | -30.3% |
| All | -40.8% | -50.5% | +9.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling