-19.8%
SOFI vs BABA
-33.3%
+13.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.4% |
| 7D | -2.4% | +2.4% | -4.7% | -3.3% |
| 30D | +3.6% | -7.8% | +11.4% | +6.2% |
| 3M | -9.7% | -22.4% | +12.7% | -2.4% |
| 6M | +3.9% | -26.0% | +29.9% | +13.1% |
| YTD | -37.5% | -29.3% | -8.2% | -31.2% |
| 1Y | -46.4% | -37.5% | -8.9% | -38.5% |
| 3Y | +135.9% | +31.9% | +104.0% | +91.0% |
| 5Y | -19.8% | -33.4% | +13.6% | -2.6% |
| All | -19.8% | -33.3% | +13.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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