+42.0%
SOFI vs MTUM
+100.9%
-59.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | -1.2% |
| 7D | -4.9% | +0.7% | -5.7% | -6.1% |
| 30D | -3.5% | -2.4% | -1.0% | -0.1% |
| 3M | +3.9% | -3.6% | +7.5% | +6.2% |
| 6M | -6.5% | +23.7% | -30.2% | -37.6% |
| YTD | -33.8% | +22.9% | -56.8% | -55.6% |
| 1Y | -33.3% | +21.8% | -55.0% | -53.6% |
| 3Y | +94.6% | +114.4% | -19.8% | -43.5% |
| 5Y | +13.3% | +79.6% | -66.3% | -52.7% |
| All | +42.0% | +100.9% | -59.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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