+49.3%
SOFI vs MMM
+40.5%
+8.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.9% | -3.3% | +4.2% | +2.7% |
| 30D | -0.2% | -7.0% | +6.9% | +3.8% |
| 3M | +6.2% | +10.8% | -4.6% | +0.3% |
| 6M | -2.6% | +5.8% | -8.3% | -5.9% |
| YTD | -30.4% | +6.8% | -37.2% | -33.6% |
| 1Y | -28.2% | +10.4% | -38.6% | -32.9% |
| 3Y | +107.3% | +104.7% | +2.6% | +45.8% |
| 5Y | +20.2% | +23.6% | -3.4% | -34.0% |
| All | +49.3% | +40.5% | +8.9% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling