-33.3%
SOFI vs FIX
+125.7%
-158.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.0% |
| 7D | -2.9% | +3.5% | -6.4% | -4.1% |
| 30D | -4.4% | -3.5% | -0.8% | -3.5% |
| 3M | +5.2% | -11.8% | +17.0% | +7.5% |
| 6M | -7.8% | +17.8% | -25.6% | -17.0% |
| YTD | -33.8% | +73.3% | -107.1% | -51.7% |
| 1Y | -33.3% | +128.1% | -161.4% | -53.7% |
| All | -33.3% | +125.7% | -158.9% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling