-40.8%
SOFI vs FTI
+57.1%
-97.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.4% | +7.0% | +3.5% |
| 7D | +1.4% | -9.7% | +11.1% | +1.2% |
| 30D | +9.2% | -8.2% | +17.4% | +9.0% |
| 3M | -7.1% | -7.8% | +0.8% | -7.0% |
| 6M | +7.3% | -13.4% | +20.7% | +8.4% |
| YTD | -33.6% | +45.1% | -78.7% | -47.0% |
| 1Y | -40.8% | +54.6% | -95.4% | -55.3% |
| All | -40.8% | +57.1% | -97.9% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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