+49.3%
SOFI vs FITB
+141.8%
-92.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | +0.9% | +0.6% | +0.3% | +0.5% |
| 30D | -0.2% | -4.7% | +4.6% | +3.5% |
| 3M | +6.2% | +6.7% | -0.4% | +0.6% |
| 6M | -2.6% | +12.6% | -15.1% | -11.8% |
| YTD | -30.4% | +19.1% | -49.5% | -40.2% |
| 1Y | -28.2% | +22.6% | -50.8% | -39.8% |
| 3Y | +107.3% | +127.1% | -19.8% | +15.1% |
| 5Y | +20.2% | +71.8% | -51.6% | -20.7% |
| All | +49.3% | +141.8% | -92.4% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling