+94.6%
SOFI vs MTB
+114.2%
-19.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.5% | -4.8% | +1.3% | +0.9% |
| 3M | +3.9% | +6.0% | -2.1% | -2.4% |
| 6M | -6.5% | +19.6% | -26.1% | -22.1% |
| YTD | -33.8% | +21.5% | -55.3% | -46.0% |
| 1Y | -33.3% | +24.7% | -58.0% | -47.2% |
| 3Y | +94.6% | +108.6% | -14.0% | -6.2% |
| All | +94.6% | +114.2% | -19.6% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling