+26.4%
SOFI vs MA
+91.2%
-64.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -2.4% |
| 7D | -4.9% | +1.3% | -6.2% | -5.8% |
| 30D | +8.4% | +9.6% | -1.2% | +1.0% |
| 3M | -16.3% | +16.8% | -33.1% | -26.1% |
| 6M | +0.7% | +35.2% | -34.5% | -21.2% |
| YTD | -41.1% | +16.6% | -57.7% | -48.8% |
| 1Y | -45.7% | +19.8% | -65.5% | -54.0% |
| 3Y | +119.0% | +70.7% | +48.3% | +39.4% |
| 5Y | -32.2% | +87.4% | -119.7% | -60.0% |
| All | +26.4% | +91.2% | -64.8% | -23.9% |
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