+49.3%
SOFI vs FN
+421.5%
-372.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.7% |
| 7D | +0.9% | -1.7% | +2.6% | +1.5% |
| 30D | -0.2% | -22.0% | +21.8% | +7.7% |
| 3M | +6.2% | -43.0% | +49.2% | +26.3% |
| 6M | -2.6% | -27.7% | +25.2% | +0.8% |
| YTD | -30.4% | -10.5% | -19.9% | -36.0% |
| 1Y | -28.2% | +12.5% | -40.7% | -40.9% |
| 3Y | +107.3% | +153.8% | -46.5% | +9.2% |
| 5Y | +20.2% | +288.0% | -267.8% | -53.3% |
| All | +49.3% | +421.5% | -372.2% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling