-28.7%
SOFI vs MP
-5.6%
-23.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | -0.7% |
| 7D | -3.3% | -10.5% | +7.2% | +0.5% |
| 30D | +3.5% | -23.5% | +27.0% | +13.9% |
| 3M | -10.4% | -25.4% | +15.0% | -1.1% |
| 6M | -0.6% | -51.3% | +50.7% | +25.2% |
| YTD | -38.1% | -29.9% | -8.2% | -33.2% |
| 1Y | -40.3% | -31.8% | -8.5% | -35.2% |
| 3Y | +116.4% | +127.0% | -10.6% | +6.9% |
| All | -28.7% | -5.6% | -23.1% | -46.7% |
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