+42.0%
SOFI vs MRK
+118.8%
-76.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | -4.9% | -4.3% | -0.7% | -4.7% |
| 30D | -3.5% | +8.3% | -11.7% | -3.7% |
| 3M | +3.9% | +20.0% | -16.1% | +3.3% |
| 6M | -6.5% | +25.7% | -32.2% | -7.4% |
| YTD | -33.8% | +38.7% | -72.6% | -35.1% |
| 1Y | -33.3% | +74.7% | -108.0% | -35.9% |
| 3Y | +94.6% | +45.4% | +49.2% | +86.6% |
| 5Y | +13.3% | +129.0% | -115.8% | +0.6% |
| All | +42.0% | +118.8% | -76.8% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling