+42.0%
SOFI vs FLUT
-54.5%
+96.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.2% |
| 7D | -2.9% | -2.6% | -0.3% | -1.8% |
| 30D | -4.4% | +5.4% | -9.7% | -6.9% |
| 3M | +5.2% | -10.8% | +16.0% | +8.6% |
| 6M | -7.8% | -9.2% | +1.4% | -6.2% |
| YTD | -33.8% | -53.8% | +20.0% | -9.7% |
| 1Y | -33.3% | -66.0% | +32.7% | +3.6% |
| 3Y | +102.7% | -44.7% | +147.4% | +157.5% |
| 5Y | +10.5% | -50.6% | +61.0% | +32.0% |
| All | +42.0% | -54.5% | +96.6% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling