+42.0%
SOFI vs FLUT
-53.9%
+95.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.2% |
| 7D | -4.9% | +0.4% | -5.4% | -5.1% |
| 30D | -3.5% | +2.5% | -6.0% | -4.9% |
| 3M | +3.9% | -9.2% | +13.1% | +6.6% |
| 6M | -6.5% | -8.2% | +1.7% | -5.4% |
| YTD | -33.8% | -53.2% | +19.4% | -10.2% |
| 1Y | -33.3% | -65.6% | +32.3% | +3.0% |
| 3Y | +94.6% | -43.6% | +138.2% | +145.3% |
| 5Y | +13.3% | -50.3% | +63.6% | +34.9% |
| All | +42.0% | -53.9% | +95.9% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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