+42.0%
SOFI vs MTB
+121.3%
-79.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -2.9% | +1.1% | -3.9% | -3.5% |
| 30D | -4.4% | -4.6% | +0.3% | -1.4% |
| 3M | +5.2% | +6.3% | -1.0% | +0.7% |
| 6M | -7.8% | +15.6% | -23.4% | -16.7% |
| YTD | -33.8% | +20.6% | -54.4% | -42.0% |
| 1Y | -33.3% | +22.5% | -55.8% | -42.2% |
| 3Y | +102.7% | +114.4% | -11.7% | +29.3% |
| 5Y | +10.5% | +101.9% | -91.4% | -27.5% |
| All | +42.0% | +121.3% | -79.3% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling