+41.1%
SOFI vs FIVE
+37.8%
+3.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.3% |
| 7D | -7.0% | +0.6% | -7.6% | -7.3% |
| 30D | -4.3% | +3.0% | -7.3% | -5.8% |
| 3M | +8.4% | +23.2% | -14.8% | -1.5% |
| 6M | -5.9% | +9.2% | -15.1% | -11.3% |
| YTD | -34.3% | +28.1% | -62.4% | -42.5% |
| 1Y | -32.6% | +65.3% | -97.8% | -47.4% |
| 3Y | +101.3% | +49.4% | +51.9% | +51.5% |
| 5Y | +12.6% | +29.5% | -17.0% | -14.0% |
| All | +41.1% | +37.8% | +3.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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