+49.3%
SOFI vs BA
+1.1%
+48.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | +0.9% | +1.2% | -0.3% | +0.2% |
| 30D | -0.2% | -11.6% | +11.5% | +8.4% |
| 3M | +6.2% | -2.4% | +8.6% | +7.9% |
| 6M | -2.6% | -6.6% | +4.1% | +1.3% |
| YTD | -30.4% | -2.2% | -28.2% | -30.1% |
| 1Y | -28.2% | -8.0% | -20.2% | -25.1% |
| 3Y | +107.3% | -5.0% | +112.3% | +102.7% |
| 5Y | +20.2% | -2.7% | +22.9% | +11.4% |
| All | +49.3% | +1.1% | +48.3% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling