+49.3%
SOFI vs MOD
+1,442.5%
-1,393.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -3.1% |
| 7D | +0.9% | +9.6% | -8.7% | -2.5% |
| 30D | -0.2% | 0.0% | -0.2% | -0.4% |
| 3M | +6.2% | -35.4% | +41.6% | +22.4% |
| 6M | -2.6% | -7.3% | +4.7% | -4.2% |
| YTD | -30.4% | +45.8% | -76.2% | -43.9% |
| 1Y | -28.2% | +43.1% | -71.4% | -42.6% |
| 3Y | +107.3% | +297.7% | -190.4% | +5.3% |
| 5Y | +20.2% | +1,478.8% | -1,458.6% | -64.9% |
| All | +49.3% | +1,442.5% | -1,393.1% | -49.9% |
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 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