-32.6%
SOFI vs FIVE
+69.1%
-101.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | -7.0% | +0.6% | -7.6% | -7.2% |
| 30D | -4.3% | +3.0% | -7.3% | -5.5% |
| 3M | +8.4% | +23.2% | -14.8% | +0.9% |
| 6M | -5.9% | +9.2% | -15.1% | -9.5% |
| YTD | -34.3% | +28.1% | -62.4% | -42.1% |
| 1Y | -32.6% | +65.3% | -97.8% | -47.4% |
| All | -32.6% | +69.1% | -101.7% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling