+42.0%
SOFI vs MAR
+165.5%
-123.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.5% |
| 7D | -4.9% | -0.5% | -4.4% | -4.6% |
| 30D | -3.5% | -5.4% | +2.0% | +0.3% |
| 3M | +3.9% | -15.5% | +19.4% | +15.5% |
| 6M | -6.5% | +3.0% | -9.5% | -10.4% |
| YTD | -33.8% | +8.5% | -42.4% | -39.7% |
| 1Y | -33.3% | +26.0% | -59.2% | -46.1% |
| 3Y | +94.6% | +68.6% | +26.0% | +30.8% |
| 5Y | +13.3% | +157.4% | -144.1% | -36.7% |
| All | +42.0% | +165.5% | -123.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling