+26.4%
SOFI vs FLEX
+446.4%
-420.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | +0.7% |
| 7D | -4.9% | +7.5% | -12.3% | -8.6% |
| 30D | +8.4% | -25.3% | +33.7% | +23.0% |
| 3M | -16.3% | -39.7% | +23.3% | +4.6% |
| 6M | +0.7% | -47.9% | +48.6% | +31.4% |
| YTD | -41.1% | +24.1% | -65.2% | -59.6% |
| 1Y | -45.7% | +26.0% | -71.6% | -63.5% |
| 3Y | +119.0% | +282.7% | -163.7% | -34.4% |
| 5Y | -32.2% | +424.2% | -456.5% | -84.7% |
| All | +26.4% | +446.4% | -420.0% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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