+42.0%
SOFI vs FITB
+141.1%
-99.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.2% |
| 7D | -4.9% | -0.3% | -4.7% | -4.7% |
| 30D | -3.5% | -5.7% | +2.2% | +0.8% |
| 3M | +3.9% | +3.2% | +0.7% | +1.0% |
| 6M | -6.5% | +23.4% | -29.9% | -21.1% |
| YTD | -33.8% | +18.8% | -52.6% | -43.0% |
| 1Y | -33.3% | +25.0% | -58.3% | -44.8% |
| 3Y | +94.6% | +131.2% | -36.6% | +6.9% |
| 5Y | +13.3% | +70.7% | -57.4% | -25.0% |
| All | +42.0% | +141.1% | -99.2% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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