+0.7%
SOFI vs MA
+33.8%
-33.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.8% |
| 7D | -4.9% | +1.3% | -6.2% | -5.3% |
| 30D | +8.4% | +9.6% | -1.2% | +5.7% |
| 3M | -16.3% | +16.8% | -33.1% | -19.7% |
| 6M | +0.7% | +35.2% | -34.5% | -9.7% |
| All | +0.7% | +33.8% | -33.1% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling