-40.8%
SOFI vs M
+36.6%
-77.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.6% | -4.0% | +1.0% |
| 7D | +1.4% | +8.3% | -6.9% | -1.3% |
| 30D | +9.2% | +14.2% | -5.0% | +4.4% |
| 3M | -7.1% | -1.1% | -6.0% | -7.2% |
| 6M | +7.3% | +36.6% | -29.3% | -2.5% |
| YTD | -33.6% | +19.8% | -53.4% | -37.5% |
| 1Y | -40.8% | +37.2% | -78.0% | -49.3% |
| All | -40.8% | +36.6% | -77.4% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling