+47.6%
SOFI vs FTV
+8.2%
+39.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.5% |
| 7D | +5.6% | -0.4% | +6.0% | +6.0% |
| 30D | -2.0% | -8.3% | +6.3% | +5.4% |
| 3M | +9.2% | -7.4% | +16.6% | +15.7% |
| 6M | -4.7% | -1.2% | -3.5% | -5.4% |
| YTD | -31.2% | +2.7% | -33.9% | -35.6% |
| 1Y | -30.6% | +18.4% | -49.1% | -44.5% |
| 3Y | +110.6% | -2.0% | +112.7% | +106.3% |
| 5Y | +16.4% | +3.4% | +13.0% | -0.4% |
| All | +47.6% | +8.2% | +39.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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