+47.6%
SOFI vs FN
+432.9%
-385.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.9% |
| 7D | +5.6% | +3.5% | +2.1% | +4.2% |
| 30D | -2.0% | -26.0% | +24.0% | +7.8% |
| 3M | +9.2% | -33.3% | +42.4% | +22.4% |
| 6M | -4.7% | -14.9% | +10.2% | -7.6% |
| YTD | -31.2% | -8.6% | -22.6% | -37.3% |
| 1Y | -30.6% | +12.3% | -42.9% | -42.7% |
| 3Y | +110.6% | +174.4% | -63.8% | +7.4% |
| 5Y | +16.4% | +296.4% | -280.0% | -55.1% |
| All | +47.6% | +432.9% | -385.3% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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