+16.4%
SOFI vs MP
+61.8%
-45.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | +5.6% | +3.0% | +2.6% | +4.5% |
| 30D | -2.0% | +8.3% | -10.3% | -4.8% |
| 3M | +9.2% | -3.8% | +13.0% | +9.7% |
| 6M | -4.7% | -4.9% | +0.2% | -6.0% |
| YTD | -31.2% | +9.6% | -40.8% | -36.4% |
| 1Y | -30.6% | -11.7% | -18.9% | -33.1% |
| 3Y | +110.6% | +158.5% | -47.9% | +6.3% |
| 5Y | +16.4% | +68.9% | -52.5% | -31.6% |
| All | +16.4% | +61.8% | -45.4% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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