-28.7%
SOFI vs MSCI
+7.4%
-36.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.4% |
| 7D | -2.4% | +2.7% | -5.1% | -4.2% |
| 30D | +3.6% | +16.2% | -12.6% | -7.5% |
| 3M | -9.7% | +17.1% | -26.7% | -20.1% |
| 6M | +3.9% | +13.0% | -9.1% | -7.7% |
| YTD | -37.5% | +15.8% | -53.2% | -46.8% |
| 1Y | -46.4% | +15.5% | -61.9% | -54.3% |
| 3Y | +135.9% | +32.3% | +103.6% | +69.7% |
| All | -28.7% | +7.4% | -36.1% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling