+42.0%
SOFI vs MKSI
+84.4%
-42.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | -0.5% |
| 7D | -4.9% | +2.7% | -7.6% | -6.4% |
| 30D | -3.5% | -12.8% | +9.3% | +3.5% |
| 3M | +3.9% | -22.5% | +26.4% | +14.3% |
| 6M | -6.5% | +19.4% | -25.9% | -21.5% |
| YTD | -33.8% | +67.7% | -101.6% | -55.8% |
| 1Y | -33.3% | +131.4% | -164.7% | -64.4% |
| 3Y | +94.6% | +197.3% | -102.7% | -20.5% |
| 5Y | +13.3% | +87.0% | -73.7% | -35.9% |
| All | +42.0% | +84.4% | -42.4% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 all: compounded portfolio wealth divided by compounded MKSI 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…
all analysis · Full analysis span regression · 6 months rolling