+16.4%
SOFI vs BA
-1.3%
+17.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.7% |
| 7D | +5.6% | +2.5% | +3.2% | +3.9% |
| 30D | -2.0% | -10.1% | +8.1% | +5.4% |
| 3M | +9.2% | -2.4% | +11.6% | +10.8% |
| 6M | -4.7% | -8.8% | +4.1% | +0.9% |
| YTD | -31.2% | -2.9% | -28.3% | -30.6% |
| 1Y | -30.6% | -8.8% | -21.9% | -27.1% |
| 3Y | +110.6% | -0.3% | +110.9% | +98.3% |
| 5Y | +16.4% | -0.3% | +16.7% | +6.3% |
| All | +16.4% | -1.3% | +17.8% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling