+42.0%
SOFI vs MDY
+71.2%
-29.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.8% |
| 7D | -4.9% | -1.9% | -3.1% | -1.6% |
| 30D | -3.5% | -4.6% | +1.2% | +5.6% |
| 3M | +3.9% | -1.2% | +5.1% | +7.2% |
| 6M | -6.5% | +9.2% | -15.7% | -19.2% |
| YTD | -33.8% | +13.1% | -46.9% | -46.4% |
| 1Y | -33.3% | +13.0% | -46.3% | -45.3% |
| 3Y | +94.6% | +49.2% | +45.4% | +7.2% |
| 5Y | +13.3% | +47.2% | -34.0% | -31.0% |
| All | +42.0% | +71.2% | -29.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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