-28.2%
SOFI vs MA
-1.7%
-26.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | +0.9% | -2.7% | +3.6% | +1.5% |
| 30D | -0.2% | +1.5% | -1.7% | -0.6% |
| 3M | +6.2% | +20.4% | -14.2% | +1.1% |
| 6M | -2.6% | +11.1% | -13.7% | -5.8% |
| YTD | -30.4% | +2.0% | -32.4% | -31.2% |
| 1Y | -28.2% | -2.2% | -26.1% | -29.8% |
| All | -28.2% | -1.7% | -26.5% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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