+42.0%
SOFI vs MRK
+124.2%
-82.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.1% | -3.7% |
| 7D | -2.9% | -2.7% | -0.1% | -2.7% |
| 30D | -4.4% | +12.7% | -17.0% | -4.7% |
| 3M | +5.2% | +24.2% | -19.0% | +4.4% |
| 6M | -7.8% | +27.8% | -35.6% | -8.7% |
| YTD | -33.8% | +42.2% | -76.0% | -35.2% |
| 1Y | -33.3% | +80.2% | -113.5% | -36.0% |
| 3Y | +102.7% | +48.4% | +54.3% | +94.2% |
| 5Y | +10.5% | +133.6% | -123.1% | -2.0% |
| All | +42.0% | +124.2% | -82.2% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling