-45.7%
SOFI vs MOD
-6.2%
-39.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +27.9% | -29.2% | -6.4% |
| 7D | -4.9% | +40.4% | -45.3% | -11.6% |
| 30D | +8.4% | -14.0% | +22.4% | +10.9% |
| 3M | -16.3% | -33.3% | +17.0% | -9.8% |
| 6M | +0.7% | -51.4% | +52.1% | +13.4% |
| YTD | -41.1% | +1.6% | -42.7% | -42.6% |
| 1Y | -45.7% | +5.4% | -51.1% | -47.8% |
| All | -45.7% | -6.2% | -39.5% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling