+47.6%
SOFI vs FXI
-15.5%
+63.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | +0.4% |
| 7D | +5.6% | -1.0% | +6.6% | +6.2% |
| 30D | -2.0% | -3.2% | +1.2% | 0.0% |
| 3M | +9.2% | +1.7% | +7.5% | +7.5% |
| 6M | -4.7% | -1.6% | -3.2% | -4.3% |
| YTD | -31.2% | -7.9% | -23.3% | -27.9% |
| 1Y | -30.6% | -9.6% | -21.0% | -26.3% |
| 3Y | +110.6% | +40.5% | +70.2% | +59.7% |
| 5Y | +16.4% | -6.2% | +22.7% | +35.4% |
| All | +47.6% | -15.5% | +63.1% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling