+10.5%
SOFI vs MMM
+24.9%
-14.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -2.5% |
| 7D | -2.9% | -2.6% | -0.3% | -1.1% |
| 30D | -4.4% | -9.3% | +4.9% | +2.1% |
| 3M | +5.2% | +5.6% | -0.4% | +1.2% |
| 6M | -7.8% | +9.5% | -17.2% | -13.8% |
| YTD | -33.8% | +4.1% | -37.9% | -36.7% |
| 1Y | -33.3% | +9.4% | -42.6% | -38.6% |
| 3Y | +102.7% | +101.0% | +1.7% | +22.0% |
| 5Y | +10.5% | +26.1% | -15.7% | -4.5% |
| All | +10.5% | +24.9% | -14.5% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling