-32.7%
SOFI vs MUB
+2.5%
-35.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -0.5% |
| 7D | -4.9% | -1.3% | -3.6% | -1.8% |
| 30D | +8.4% | +2.2% | +6.3% | +2.9% |
| 3M | -16.3% | -1.6% | -14.7% | -12.7% |
| 6M | +0.7% | -1.3% | +2.0% | +4.6% |
| YTD | -41.1% | -0.7% | -40.4% | -39.6% |
| 1Y | -45.7% | -0.2% | -45.5% | -44.9% |
| 3Y | +119.0% | +9.6% | +109.4% | +71.7% |
| All | -32.7% | +2.5% | -35.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 5y: compounded portfolio wealth divided by compounded MUB 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…
5y analysis · Full analysis span regression · 6 months rolling