+42.0%
SOFI vs BA
-1.7%
+43.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.7% | -2.4% |
| 7D | -2.9% | -1.2% | -1.7% | -2.1% |
| 30D | -4.4% | -11.3% | +7.0% | +3.7% |
| 3M | +5.2% | -3.8% | +9.0% | +7.9% |
| 6M | -7.8% | -8.3% | +0.5% | -2.7% |
| YTD | -33.8% | -4.9% | -28.9% | -32.2% |
| 1Y | -33.3% | -10.1% | -23.2% | -29.3% |
| 3Y | +102.7% | -2.3% | +105.0% | +94.3% |
| 5Y | +10.5% | -3.5% | +14.0% | +3.2% |
| All | +42.0% | -1.7% | +43.8% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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