+16.4%
SOFI vs FIX
+2,166.5%
-2,150.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -2.3% |
| 7D | +5.6% | +6.1% | -0.4% | +2.5% |
| 30D | -2.0% | -2.7% | +0.7% | -1.2% |
| 3M | +9.2% | -10.9% | +20.1% | +13.0% |
| 6M | -4.7% | +29.0% | -33.7% | -20.4% |
| YTD | -31.2% | +76.9% | -108.1% | -52.6% |
| 1Y | -30.6% | +130.7% | -161.4% | -59.2% |
| 3Y | +110.6% | +790.7% | -680.0% | -50.0% |
| 5Y | +16.4% | +2,185.6% | -2,169.1% | -86.4% |
| All | +16.4% | +2,166.5% | -2,150.1% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling