+28.1%
SOFI vs MOD
+740.7%
-712.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | -2.6% | +16.1% | -18.7% | -7.7% |
| 30D | +2.6% | -38.5% | +41.1% | +20.0% |
| 3M | -12.9% | -46.8% | +33.9% | +6.6% |
| 6M | -1.7% | -61.6% | +59.9% | +32.0% |
| YTD | -40.3% | -20.5% | -19.8% | -41.5% |
| 1Y | -51.5% | -28.0% | -23.5% | -51.0% |
| 3Y | +125.2% | +134.9% | -9.7% | +35.9% |
| 5Y | -31.3% | +833.2% | -864.5% | -76.0% |
| All | +28.1% | +740.7% | -712.6% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling