-29.2%
SOFI vs MA
+89.9%
-119.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | -6.4% | -1.8% | -4.6% | -4.7% |
| 30D | +6.8% | +11.0% | -4.2% | -3.0% |
| 3M | -9.5% | +17.9% | -27.4% | -22.6% |
| 6M | +0.1% | +33.2% | -33.1% | -24.3% |
| YTD | -37.9% | +16.5% | -54.3% | -47.4% |
| 1Y | -47.4% | +19.1% | -66.5% | -56.6% |
| 3Y | +134.4% | +70.6% | +63.9% | +31.3% |
| 5Y | -29.2% | +92.1% | -121.3% | -64.4% |
| All | -29.2% | +89.9% | -119.1% | -64.4% |
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 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