+42.0%
SOFI vs FTI
+971.1%
-929.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -4.9% | -4.4% | -0.6% | -3.5% |
| 30D | -3.5% | +1.5% | -4.9% | -4.0% |
| 3M | +3.9% | +8.2% | -4.3% | +0.3% |
| 6M | -6.5% | +18.8% | -25.4% | -13.3% |
| YTD | -33.8% | +71.7% | -105.5% | -46.2% |
| 1Y | -33.3% | +90.0% | -123.3% | -47.9% |
| 3Y | +94.6% | +270.5% | -175.9% | +22.5% |
| 5Y | +13.3% | +1,084.5% | -1,071.3% | -49.5% |
| All | +42.0% | +971.1% | -929.1% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling