-32.6%
SOFI vs MA
-2.3%
-30.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -7.0% | -3.5% | -3.6% | -6.2% |
| 30D | -4.3% | +0.7% | -5.0% | -4.5% |
| 3M | +8.4% | +15.8% | -7.3% | +4.1% |
| 6M | -5.9% | +10.2% | -16.1% | -9.0% |
| YTD | -34.3% | -0.5% | -33.8% | -34.6% |
| 1Y | -32.6% | -1.8% | -30.8% | -33.4% |
| All | -32.6% | -2.3% | -30.3% | -33.4% |
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