+15.4%
SOFI vs FOXA
+93.7%
-78.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | -0.1% |
| 7D | -4.9% | +0.8% | -5.7% | -5.4% |
| 30D | -3.5% | +5.0% | -8.5% | -6.9% |
| 3M | +3.9% | -3.0% | +6.9% | +3.2% |
| 6M | -6.5% | +14.8% | -21.3% | -19.4% |
| YTD | -33.8% | -8.9% | -24.9% | -31.5% |
| 1Y | -33.3% | +13.3% | -46.6% | -43.4% |
| 3Y | +94.6% | +115.4% | -20.8% | -9.4% |
| All | +15.4% | +93.7% | -78.3% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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