+10.5%
SOFI vs MA
+66.7%
-56.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 3M | +5.2% | +14.8% | -9.6% | -7.6% |
| 6M | -7.8% | +10.0% | -17.8% | -16.8% |
| YTD | -33.8% | -0.1% | -33.7% | -35.2% |
| 1Y | -33.3% | -2.2% | -31.0% | -33.6% |
| 3Y | +102.7% | +39.3% | +63.4% | +43.6% |
| 5Y | +10.5% | +66.3% | -55.9% | -32.3% |
| All | +10.5% | +66.7% | -56.2% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling