-13.0%
SOFI vs FLNC
-70.4%
+57.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.8% | 0.0% |
| 7D | -4.9% | -4.1% | -0.9% | -4.1% |
| 30D | -3.5% | -24.8% | +21.3% | +3.7% |
| 3M | +3.9% | -59.1% | +63.0% | +28.5% |
| 6M | -6.5% | -42.0% | +35.4% | -2.7% |
| YTD | -33.8% | -49.8% | +16.0% | -31.1% |
| 1Y | -33.3% | +43.1% | -76.4% | -53.4% |
| 3Y | +94.6% | -61.0% | +155.6% | +65.6% |
| All | -13.0% | -70.4% | +57.3% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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