-40.8%
SOFI vs FRMI
-93.1%
+52.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.6% | +14.2% | +5.4% |
| 7D | +1.4% | -39.7% | +41.1% | +9.9% |
| 30D | +9.2% | -55.2% | +64.3% | +23.5% |
| 3M | -7.1% | -71.2% | +64.1% | +11.6% |
| 6M | +7.3% | -64.1% | +71.4% | +21.8% |
| YTD | -33.6% | -77.2% | +43.6% | -21.7% |
| 1Y | -40.8% | -93.2% | +52.3% | -10.7% |
| All | -40.8% | -93.1% | +52.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling