-29.2%
SOFI vs FIVE
+19.0%
-48.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -6.4% | -0.5% | -5.9% | -6.1% |
| 30D | +6.8% | +17.4% | -10.6% | -0.5% |
| 3M | -9.5% | +7.0% | -16.6% | -12.7% |
| 6M | +0.1% | +20.5% | -20.4% | -9.7% |
| YTD | -37.9% | +33.1% | -71.0% | -47.1% |
| 1Y | -47.4% | +67.1% | -114.5% | -59.9% |
| 3Y | +134.4% | +41.9% | +92.5% | +82.3% |
| 5Y | -29.2% | +21.1% | -50.2% | -42.7% |
| All | -29.2% | +19.0% | -48.2% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling