-40.8%
SOFI vs MTB
+27.0%
-67.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.5% | +3.0% |
| 7D | +1.4% | +2.0% | -0.6% | +0.3% |
| 30D | +9.2% | +2.9% | +6.2% | +7.4% |
| 3M | -7.1% | -10.7% | +3.6% | -1.3% |
| 6M | +7.3% | +6.3% | +0.9% | +1.4% |
| YTD | -33.6% | +13.8% | -47.4% | -40.7% |
| 1Y | -40.8% | +27.7% | -68.6% | -53.7% |
| All | -40.8% | +27.0% | -67.8% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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