+15.4%
SOFI vs FISV
-53.5%
+68.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | -1.9% |
| 7D | -4.9% | -2.7% | -2.3% | -3.8% |
| 30D | -3.5% | 0.0% | -3.5% | -3.7% |
| 3M | +3.9% | -2.8% | +6.7% | +3.5% |
| 6M | -6.5% | -11.8% | +5.3% | -2.5% |
| YTD | -33.8% | -23.2% | -10.6% | -26.6% |
| 1Y | -33.3% | -62.0% | +28.7% | -2.4% |
| 3Y | +94.6% | -57.6% | +152.2% | +123.8% |
| All | +15.4% | -53.5% | +68.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 5y: compounded portfolio wealth divided by compounded FISV 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…
5y analysis · Full analysis span regression · 6 months rolling