+16.4%
SOFI vs MOD
+1,517.7%
-1,501.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +5.6% | +6.3% | -0.7% | +3.1% |
| 30D | -2.0% | -1.7% | -0.4% | -1.6% |
| 3M | +9.2% | -30.1% | +39.3% | +22.7% |
| 6M | -4.7% | +2.7% | -7.4% | -10.0% |
| YTD | -31.2% | +44.1% | -75.3% | -44.9% |
| 1Y | -30.6% | +38.7% | -69.4% | -44.5% |
| 3Y | +110.6% | +309.8% | -199.1% | -0.3% |
| 5Y | +16.4% | +1,569.7% | -1,553.3% | -70.7% |
| All | +16.4% | +1,517.7% | -1,501.3% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling