+32.9%
SOFI vs FN
+318.8%
-285.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.7% | -10.6% | -3.0% |
| 7D | -3.3% | 0.0% | -3.2% | -4.2% |
| 30D | +3.5% | -34.3% | +37.8% | +18.5% |
| 3M | -10.4% | -39.9% | +29.4% | +3.8% |
| 6M | -0.6% | -51.8% | +51.3% | +20.6% |
| YTD | -38.1% | -28.1% | -9.9% | -39.8% |
| 1Y | -40.3% | -29.1% | -11.2% | -42.0% |
| 3Y | +116.4% | +102.4% | +14.0% | +20.9% |
| 5Y | -28.2% | +171.7% | -199.8% | -68.5% |
| All | +32.9% | +318.8% | -285.9% | -52.2% |
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