+10.5%
SOFI vs FIVE
+35.6%
-25.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.0% | -2.6% |
| 7D | -2.9% | +1.7% | -4.5% | -3.7% |
| 30D | -4.4% | +5.0% | -9.4% | -6.7% |
| 3M | +5.2% | +29.5% | -24.3% | -7.1% |
| 6M | -7.8% | +12.4% | -20.2% | -14.5% |
| YTD | -33.8% | +31.2% | -65.0% | -43.1% |
| 1Y | -33.3% | +72.9% | -106.1% | -49.7% |
| 3Y | +102.7% | +53.0% | +49.7% | +49.7% |
| 5Y | +10.5% | +34.2% | -23.7% | -14.2% |
| All | +10.5% | +35.6% | -25.2% | -14.2% |
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