+12.6%
SOFI vs FITB
+68.4%
-55.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -7.0% | -1.0% | -6.0% | -6.3% |
| 30D | -4.3% | -5.5% | +1.2% | 0.0% |
| 3M | +8.4% | +4.1% | +4.3% | +4.5% |
| 6M | -5.9% | +18.7% | -24.6% | -18.9% |
| YTD | -34.3% | +18.2% | -52.4% | -43.7% |
| 1Y | -32.6% | +23.7% | -56.2% | -44.5% |
| 3Y | +101.3% | +130.8% | -29.5% | +6.3% |
| 5Y | +12.6% | +69.8% | -57.2% | -30.8% |
| All | +12.6% | +68.4% | -55.8% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling