+34.2%
SOFI vs FN
+346.1%
-312.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -0.6% |
| 7D | -2.4% | -4.1% | +1.7% | -1.6% |
| 30D | +3.6% | -28.3% | +31.9% | +14.8% |
| 3M | -9.7% | -33.9% | +24.2% | +1.1% |
| 6M | +3.9% | -43.9% | +47.8% | +18.9% |
| YTD | -37.5% | -23.4% | -14.0% | -40.6% |
| 1Y | -46.4% | -25.4% | -21.0% | -48.9% |
| 3Y | +135.9% | +107.9% | +28.0% | +30.9% |
| 5Y | -19.8% | +195.1% | -214.9% | -66.0% |
| All | +34.2% | +346.1% | -312.0% | -52.9% |
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