+119.0%
SOFI vs MOD
+201.5%
-82.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +27.9% | -29.2% | -10.8% |
| 7D | -4.9% | +40.4% | -45.3% | -17.0% |
| 30D | +8.4% | -14.0% | +22.4% | +11.4% |
| 3M | -16.3% | -33.3% | +17.0% | -6.2% |
| 6M | +0.7% | -51.4% | +52.1% | +24.0% |
| YTD | -41.1% | +1.6% | -42.7% | -48.9% |
| 1Y | -45.7% | +5.4% | -51.1% | -54.4% |
| 3Y | +119.0% | +191.0% | -72.0% | -22.9% |
| All | +119.0% | +201.5% | -82.4% | -22.9% |
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