+42.0%
SOFI vs FIS
-68.9%
+110.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -4.9% | -7.9% | +3.0% | -1.3% |
| 30D | -3.5% | -8.0% | +4.5% | +0.1% |
| 3M | +3.9% | +0.6% | +3.3% | +2.0% |
| 6M | -6.5% | -22.2% | +15.7% | +3.7% |
| YTD | -33.8% | -40.8% | +6.9% | -16.4% |
| 1Y | -33.3% | -41.5% | +8.2% | -15.3% |
| 3Y | +94.6% | -25.5% | +120.1% | +120.8% |
| 5Y | +13.3% | -64.8% | +78.0% | +60.0% |
| All | +42.0% | -68.9% | +110.9% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling