-40.8%
SOFI vs MA
+24.3%
-65.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.3% | +2.6% |
| 7D | +1.4% | +10.2% | -8.8% | -1.2% |
| 30D | +9.2% | +19.3% | -10.2% | +4.3% |
| 3M | -7.1% | +18.0% | -25.0% | -11.0% |
| 6M | +7.3% | +33.7% | -26.4% | -1.0% |
| YTD | -33.6% | +18.6% | -52.2% | -36.9% |
| 1Y | -40.8% | +22.5% | -63.3% | -44.3% |
| All | -40.8% | +24.3% | -65.1% | -44.3% |
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