+47.6%
SOFI vs FTI
+996.6%
-949.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.5% |
| 7D | +5.6% | -0.2% | +5.8% | +5.7% |
| 30D | -2.0% | +12.3% | -14.4% | -5.8% |
| 3M | +9.2% | +13.8% | -4.6% | +3.6% |
| 6M | -4.7% | +24.3% | -29.0% | -13.0% |
| YTD | -31.2% | +75.8% | -107.0% | -44.5% |
| 1Y | -30.6% | +99.6% | -130.3% | -46.8% |
| 3Y | +110.6% | +278.4% | -167.8% | +31.7% |
| 5Y | +16.4% | +1,168.7% | -1,152.3% | -49.0% |
| All | +47.6% | +996.6% | -949.0% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling