+37.3%
SOFI vs MOD
+741.1%
-703.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.9% | -6.5% | -0.2% |
| 7D | +0.9% | -13.9% | +14.8% | +4.7% |
| 30D | +6.0% | -41.5% | +47.5% | +26.3% |
| 3M | -8.9% | -45.7% | +36.9% | +10.6% |
| 6M | +6.3% | -61.1% | +67.5% | +42.2% |
| YTD | -36.0% | -20.5% | -15.5% | -37.3% |
| 1Y | -40.6% | -32.1% | -8.5% | -38.7% |
| 3Y | +144.5% | +146.5% | -1.9% | +45.2% |
| 5Y | -24.3% | +812.7% | -837.1% | -73.3% |
| All | +37.3% | +741.1% | -703.8% | -44.0% |
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