+49.3%
SOFI vs M
+146.6%
-97.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -2.4% |
| 7D | +0.9% | +4.7% | -3.8% | -0.6% |
| 30D | -0.2% | -9.6% | +9.5% | +3.0% |
| 3M | +6.2% | +0.9% | +5.4% | +5.7% |
| 6M | -2.6% | +22.3% | -24.8% | -9.1% |
| YTD | -30.4% | +6.5% | -36.9% | -32.6% |
| 1Y | -28.2% | +38.8% | -67.0% | -36.2% |
| 3Y | +107.3% | +115.9% | -8.6% | +53.1% |
| 5Y | +20.2% | +28.6% | -8.4% | +6.1% |
| All | +49.3% | +146.6% | -97.2% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling