+94.7%
SOFI vs MA
+38.6%
+56.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.3% |
| 7D | -2.9% | -3.5% | +0.7% | -0.2% |
| 30D | -4.4% | +0.8% | -5.1% | -5.1% |
| 3M | +5.2% | +14.8% | -9.6% | -6.4% |
| 6M | -7.8% | +10.0% | -17.8% | -15.8% |
| YTD | -33.8% | -0.1% | -33.7% | -34.4% |
| 1Y | -33.3% | -2.2% | -31.0% | -32.6% |
| All | +94.7% | +38.6% | +56.1% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling