+47.6%
SOFI vs FIS
-68.2%
+115.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | +1.6% |
| 7D | +5.6% | -3.5% | +9.1% | +7.3% |
| 30D | -2.0% | -7.8% | +5.8% | +1.5% |
| 3M | +9.2% | +0.8% | +8.3% | +7.1% |
| 6M | -4.7% | -21.9% | +17.2% | +5.6% |
| YTD | -31.2% | -39.5% | +8.3% | -13.9% |
| 1Y | -30.6% | -41.0% | +10.4% | -12.2% |
| 3Y | +110.6% | -23.6% | +134.3% | +136.2% |
| 5Y | +16.4% | -65.6% | +82.0% | +61.3% |
| All | +47.6% | -68.2% | +115.9% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling