+15.4%
SOFI vs FXI
-6.5%
+21.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -4.9% | -3.9% | -1.1% | -2.6% |
| 30D | -3.5% | -2.1% | -1.4% | -2.2% |
| 3M | +3.9% | -0.5% | +4.4% | +3.8% |
| 6M | -6.5% | -4.5% | -2.0% | -4.3% |
| YTD | -33.8% | -9.2% | -24.6% | -30.2% |
| 1Y | -33.3% | -13.8% | -19.5% | -27.2% |
| 3Y | +94.6% | +36.6% | +58.0% | +52.4% |
| All | +15.4% | -6.5% | +21.9% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 5y: compounded portfolio wealth divided by compounded FXI 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…
5y analysis · Full analysis span regression · 6 months rolling