+139.3%
BAC vs SOFI
+44.7%
+94.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | -0.4% | -0.2% | -0.2% | -0.5% |
| 3M | +16.9% | +6.2% | +10.7% | +15.5% |
| 6M | +26.6% | -2.6% | +29.2% | +25.8% |
| YTD | +15.8% | -30.4% | +46.2% | +19.7% |
| 1Y | +27.2% | -28.2% | +55.4% | +30.1% |
| 3Y | +132.4% | +107.3% | +25.1% | +104.1% |
| 5Y | +72.6% | +20.2% | +52.4% | +47.9% |
| All | +139.3% | +44.7% | +94.6% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOFI.
Daily Out/Under-Performance
Portfolio return minus SOFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOFI 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 SOFI 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