+26.4%
SOFI vs FIX
+2,064.4%
-2,038.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -0.7% |
| 7D | -4.9% | +9.4% | -14.3% | -8.9% |
| 30D | +8.4% | -27.8% | +36.2% | +23.2% |
| 3M | -16.3% | -35.6% | +19.2% | -0.7% |
| 6M | +0.7% | -45.2% | +45.9% | +26.8% |
| YTD | -41.1% | +19.5% | -60.6% | -51.7% |
| 1Y | -45.7% | +24.2% | -69.9% | -56.5% |
| 3Y | +119.0% | +494.2% | -375.1% | -30.3% |
| 5Y | -32.2% | +1,036.1% | -1,068.4% | -85.8% |
| All | +26.4% | +2,064.4% | -2,038.0% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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