+26.4%
SOFI vs MSCI
+55.9%
-29.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -2.3% |
| 7D | -4.9% | +3.0% | -7.9% | -6.9% |
| 30D | +8.4% | +17.8% | -9.4% | -3.8% |
| 3M | -16.3% | +15.2% | -31.5% | -24.9% |
| 6M | +0.7% | +16.5% | -15.8% | -12.2% |
| YTD | -41.1% | +16.4% | -57.5% | -49.7% |
| 1Y | -45.7% | +16.8% | -62.5% | -53.9% |
| 3Y | +119.0% | +35.8% | +83.3% | +57.3% |
| 5Y | -32.2% | +7.0% | -39.2% | -44.4% |
| All | +26.4% | +55.9% | -29.5% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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