+116.4%
SOFI vs MOD
+129.2%
-12.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.7% | -1.0% |
| 7D | -3.3% | -25.5% | +22.3% | +6.0% |
| 30D | +3.5% | -49.0% | +52.5% | +30.4% |
| 3M | -10.4% | -49.8% | +39.4% | +12.6% |
| 6M | -0.6% | -64.8% | +64.2% | +39.1% |
| YTD | -38.1% | -27.6% | -10.4% | -38.4% |
| 1Y | -40.3% | -35.2% | -5.1% | -38.4% |
| 3Y | +116.4% | +137.1% | -20.7% | -11.6% |
| All | +116.4% | +129.2% | -12.8% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling