+119.0%
SOFI vs MMM
+158.4%
-39.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.8% |
| 7D | -4.9% | -0.4% | -4.5% | -4.6% |
| 30D | +8.4% | +12.1% | -3.7% | +1.5% |
| 3M | -16.3% | +1.4% | -17.7% | -17.1% |
| 6M | +0.7% | +26.6% | -25.9% | -12.9% |
| YTD | -41.1% | +16.8% | -57.9% | -47.0% |
| 1Y | -45.7% | +10.1% | -55.8% | -49.2% |
| 3Y | +119.0% | +158.4% | -39.4% | +31.5% |
| All | +119.0% | +158.4% | -39.4% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling