+37.3%
SOFI vs FN
+368.4%
-331.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.9% | -8.5% | -0.8% |
| 7D | +0.9% | +16.3% | -15.4% | -5.4% |
| 30D | +6.0% | -24.7% | +30.8% | +15.5% |
| 3M | -8.9% | -34.9% | +26.1% | +2.6% |
| 6M | +6.3% | -41.1% | +47.4% | +19.6% |
| YTD | -36.0% | -19.6% | -16.4% | -40.3% |
| 1Y | -40.6% | -18.5% | -22.1% | -45.3% |
| 3Y | +144.5% | +119.1% | +25.4% | +33.2% |
| 5Y | -24.3% | +206.9% | -231.3% | -68.3% |
| All | +37.3% | +368.4% | -331.1% | -52.6% |
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