+47.6%
SOFI vs FLEX
+733.0%
-685.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -3.4% |
| 7D | +5.6% | +7.0% | -1.3% | +1.8% |
| 30D | -2.0% | -5.8% | +3.8% | +0.6% |
| 3M | +9.2% | -24.2% | +33.4% | +22.6% |
| 6M | -4.7% | +90.8% | -95.5% | -45.1% |
| YTD | -31.2% | +89.2% | -120.4% | -60.7% |
| 1Y | -30.6% | +104.7% | -135.3% | -62.9% |
| 3Y | +110.6% | +478.1% | -367.4% | -47.6% |
| 5Y | +16.4% | +726.2% | -709.8% | -78.7% |
| All | +47.6% | +733.0% | -685.4% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling