-33.3%
SOFI vs MMM
+9.2%
-42.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | -4.9% | -2.1% | -2.8% | -4.1% |
| 30D | -3.5% | -9.8% | +6.4% | +0.5% |
| 3M | +3.9% | +4.9% | -1.0% | +2.4% |
| 6M | -6.5% | +7.3% | -13.9% | -9.1% |
| YTD | -33.8% | +4.5% | -38.3% | -35.7% |
| 1Y | -33.3% | +5.4% | -38.6% | -38.2% |
| All | -33.3% | +9.2% | -42.5% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling