+42.0%
SOFI vs FND
-49.1%
+91.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -4.9% | -5.8% | +0.8% | -1.7% |
| 30D | -3.5% | -20.2% | +16.8% | +9.5% |
| 3M | +3.9% | -12.0% | +15.9% | +9.5% |
| 6M | -6.5% | -18.5% | +12.0% | +1.7% |
| YTD | -33.8% | -22.3% | -11.6% | -27.3% |
| 1Y | -33.3% | -47.6% | +14.4% | -7.1% |
| 3Y | +94.6% | -49.8% | +144.4% | +159.1% |
| 5Y | +13.3% | -63.0% | +76.2% | +71.4% |
| All | +42.0% | -49.1% | +91.1% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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