+94.6%
SOFI vs MXL
+222.8%
-128.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | -0.7% |
| 7D | -4.9% | +18.9% | -23.8% | -8.1% |
| 30D | -3.5% | +0.3% | -3.8% | -4.1% |
| 3M | +3.9% | -8.0% | +11.9% | +1.2% |
| 6M | -6.5% | +341.2% | -347.8% | -48.1% |
| YTD | -33.8% | +327.8% | -361.7% | -63.3% |
| 1Y | -33.3% | +364.9% | -398.2% | -64.6% |
| 3Y | +94.6% | +229.2% | -134.6% | +2.5% |
| All | +94.6% | +222.8% | -128.2% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling