+28.1%
SOFI vs FN
+352.9%
-324.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -2.5% |
| 7D | -2.6% | +20.8% | -23.3% | -9.3% |
| 30D | +2.6% | -17.3% | +19.9% | +8.0% |
| 3M | -12.9% | -38.1% | +25.3% | 0.0% |
| 6M | -1.7% | -44.2% | +42.5% | +12.7% |
| YTD | -40.3% | -22.3% | -18.0% | -43.7% |
| 1Y | -51.5% | -20.9% | -30.5% | -54.8% |
| 3Y | +125.2% | +111.1% | +14.2% | +24.2% |
| 5Y | -31.3% | +191.8% | -223.1% | -70.7% |
| All | +28.1% | +352.9% | -324.8% | -55.3% |
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