+41.1%
SOFI vs MA
+63.3%
-22.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -7.0% | -3.5% | -3.6% | -4.4% |
| 30D | -4.3% | +0.7% | -5.0% | -5.0% |
| 3M | +8.4% | +15.8% | -7.3% | -4.1% |
| 6M | -5.9% | +10.2% | -16.1% | -14.3% |
| YTD | -34.3% | -0.5% | -33.8% | -35.3% |
| 1Y | -32.6% | -1.8% | -30.8% | -33.1% |
| 3Y | +101.3% | +38.7% | +62.5% | +51.1% |
| 5Y | +12.6% | +67.6% | -55.1% | -25.5% |
| All | +41.1% | +63.3% | -22.2% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling