+15.4%
SOFI vs FND
-63.3%
+78.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | 0.0% |
| 7D | -4.9% | -5.8% | +0.8% | -1.6% |
| 30D | -3.5% | -20.2% | +16.8% | +10.1% |
| 3M | +3.9% | -12.0% | +15.9% | +9.6% |
| 6M | -6.5% | -18.5% | +12.0% | +2.0% |
| YTD | -33.8% | -22.3% | -11.6% | -27.1% |
| 1Y | -33.3% | -47.6% | +14.4% | -5.7% |
| 3Y | +94.6% | -49.8% | +144.4% | +160.1% |
| All | +15.4% | -63.3% | +78.7% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling