+42.0%
SOFI vs FLR
+237.7%
-195.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | -4.9% | -3.5% | -1.4% | -3.6% |
| 30D | -3.5% | +4.2% | -7.6% | -5.0% |
| 3M | +3.9% | +8.1% | -4.2% | 0.0% |
| 6M | -6.5% | +21.5% | -28.1% | -15.3% |
| YTD | -33.8% | +36.8% | -70.6% | -43.0% |
| 1Y | -33.3% | +31.2% | -64.5% | -41.1% |
| 3Y | +94.6% | +53.9% | +40.7% | +58.2% |
| 5Y | +13.3% | +243.0% | -229.8% | -21.9% |
| All | +42.0% | +237.7% | -195.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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