+41.1%
SOFI vs MXL
+79.2%
-38.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.1% |
| 7D | -7.0% | +16.6% | -23.7% | -11.1% |
| 30D | -4.3% | +0.5% | -4.7% | -5.4% |
| 3M | +8.4% | -3.6% | +12.1% | +2.6% |
| 6M | -5.9% | +328.0% | -333.9% | -56.9% |
| YTD | -34.3% | +297.8% | -332.1% | -69.4% |
| 1Y | -32.6% | +339.4% | -372.0% | -70.4% |
| 3Y | +101.3% | +201.7% | -100.5% | -13.4% |
| 5Y | +12.6% | +32.8% | -20.2% | -29.8% |
| All | +41.1% | +79.2% | -38.2% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling