+37.3%
SOFI vs FIX
+2,064.0%
-2,026.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.4% | -6.1% | -0.9% |
| 7D | +0.9% | -7.2% | +8.1% | +2.9% |
| 30D | +6.0% | -35.1% | +41.1% | +26.9% |
| 3M | -8.9% | -34.3% | +25.4% | +7.2% |
| 6M | +6.3% | -42.9% | +49.3% | +31.3% |
| YTD | -36.0% | +19.5% | -55.5% | -47.5% |
| 1Y | -40.6% | +16.8% | -57.4% | -50.6% |
| 3Y | +144.5% | +506.7% | -362.2% | -23.0% |
| 5Y | -24.3% | +1,046.7% | -1,071.0% | -84.2% |
| All | +37.3% | +2,064.0% | -2,026.7% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling