+42.0%
SOFI vs MXL
+92.7%
-50.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | -1.4% |
| 7D | -4.9% | +18.9% | -23.8% | -9.5% |
| 30D | -3.5% | +0.3% | -3.8% | -4.5% |
| 3M | +3.9% | -8.0% | +11.9% | -0.3% |
| 6M | -6.5% | +341.2% | -347.8% | -57.3% |
| YTD | -33.8% | +327.8% | -361.7% | -69.8% |
| 1Y | -33.3% | +364.9% | -398.2% | -71.1% |
| 3Y | +94.6% | +229.2% | -134.6% | -18.5% |
| 5Y | +13.3% | +42.8% | -29.5% | -30.7% |
| All | +42.0% | +92.7% | -50.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling