+28.1%
SOFI vs FIVE
+41.2%
-13.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.3% |
| 7D | -2.6% | +2.4% | -5.0% | -3.5% |
| 30D | +2.6% | +15.8% | -13.3% | -3.6% |
| 3M | -12.9% | +3.8% | -16.7% | -14.7% |
| 6M | -1.7% | +18.5% | -20.2% | -10.2% |
| YTD | -40.3% | +31.2% | -71.5% | -48.4% |
| 1Y | -51.5% | +61.8% | -113.3% | -61.8% |
| 3Y | +125.2% | +39.9% | +85.3% | +76.3% |
| 5Y | -31.3% | +18.3% | -49.6% | -47.0% |
| All | +28.1% | +41.2% | -13.1% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling