+34.2%
SOFI vs MOD
+716.7%
-682.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.2% |
| 7D | -2.4% | -17.8% | +15.5% | +3.0% |
| 30D | +3.6% | -43.2% | +46.8% | +24.7% |
| 3M | -9.7% | -46.0% | +36.4% | +9.9% |
| 6M | +3.9% | -62.2% | +66.2% | +40.4% |
| YTD | -37.5% | -22.8% | -14.7% | -38.1% |
| 1Y | -46.4% | -35.5% | -10.9% | -43.6% |
| 3Y | +135.9% | +128.2% | +7.6% | +43.9% |
| 5Y | -19.8% | +791.6% | -811.4% | -71.5% |
| All | +34.2% | +716.7% | -682.5% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling