+10.5%
SOFI vs M
+22.2%
-11.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -2.0% |
| 7D | -2.9% | -4.1% | +1.2% | -1.2% |
| 30D | -4.4% | -13.6% | +9.3% | +1.5% |
| 3M | +5.2% | -2.3% | +7.5% | +5.7% |
| 6M | -7.8% | +21.9% | -29.7% | -15.9% |
| YTD | -33.8% | -0.6% | -33.2% | -34.9% |
| 1Y | -33.3% | +29.7% | -63.0% | -41.7% |
| 3Y | +102.7% | +107.3% | -4.6% | +30.9% |
| 5Y | +10.5% | +20.5% | -10.0% | -15.8% |
| All | +10.5% | +22.2% | -11.8% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling