+144.5%
SOFI vs FIX
+503.8%
-359.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.4% | -6.1% | -0.7% |
| 7D | +0.9% | -7.2% | +8.1% | +2.7% |
| 30D | +6.0% | -35.1% | +41.1% | +25.7% |
| 3M | -8.9% | -34.3% | +25.4% | +6.3% |
| 6M | +6.3% | -42.9% | +49.3% | +29.8% |
| YTD | -36.0% | +19.5% | -55.5% | -47.6% |
| 1Y | -40.6% | +16.8% | -57.4% | -50.7% |
| 3Y | +144.5% | +506.7% | -362.2% | -32.0% |
| All | +144.5% | +503.8% | -359.2% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling