+49.3%
SOFI vs MSCI
+35.3%
+14.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -0.2% | +0.6% | -0.7% | -0.8% |
| 3M | +6.2% | -7.1% | +13.3% | +9.6% |
| 6M | -2.6% | +0.8% | -3.4% | -5.8% |
| YTD | -30.4% | +1.0% | -31.4% | -33.9% |
| 1Y | -28.2% | +4.3% | -32.5% | -34.3% |
| 3Y | +107.3% | +9.9% | +97.3% | +76.1% |
| 5Y | +20.2% | -6.8% | +26.9% | +9.5% |
| All | +49.3% | +35.3% | +14.0% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling