+24.5%
SOFI vs MULL
+2,366.2%
-2,341.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.3% | +8.7% | +0.8% |
| 7D | -7.0% | +3.6% | -10.6% | -7.8% |
| 30D | -4.3% | +22.0% | -26.3% | -8.1% |
| 3M | +8.4% | -8.6% | +17.1% | +1.3% |
| 6M | -5.9% | +248.5% | -254.4% | -38.4% |
| YTD | -34.3% | +516.3% | -550.6% | -65.0% |
| 1Y | -32.6% | +2,036.6% | -2,069.2% | -76.7% |
| All | +24.5% | +2,366.2% | -2,341.6% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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