-33.3%
SOFI vs MRK
+76.4%
-109.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.6% |
| 7D | -4.9% | -4.3% | -0.7% | -5.3% |
| 30D | -3.5% | +8.3% | -11.7% | -1.8% |
| 3M | +3.9% | +20.0% | -16.1% | +8.7% |
| 6M | -6.5% | +25.7% | -32.2% | -1.1% |
| YTD | -33.8% | +38.7% | -72.6% | -29.3% |
| 1Y | -33.3% | +74.7% | -108.0% | -22.2% |
| All | -33.3% | +76.4% | -109.6% | -22.2% |
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