-28.2%
SOFI vs MRK
+84.5%
-112.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.7% |
| 7D | +0.9% | +1.3% | -0.4% | +1.0% |
| 30D | -0.2% | +17.1% | -17.3% | +2.9% |
| 3M | +6.2% | +25.9% | -19.7% | +11.6% |
| 6M | -2.6% | +26.8% | -29.4% | +2.5% |
| YTD | -30.4% | +44.9% | -75.3% | -25.4% |
| 1Y | -28.2% | +84.8% | -113.0% | -16.3% |
| All | -28.2% | +84.5% | -112.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling