+16.4%
SOFI vs BABA
-31.3%
+47.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | +5.6% | -0.2% | +5.8% | +5.7% |
| 30D | -2.0% | -12.3% | +10.3% | +1.8% |
| 3M | +9.2% | -5.3% | +14.5% | +10.0% |
| 6M | -4.7% | -13.1% | +8.4% | -1.9% |
| YTD | -31.2% | -22.4% | -8.8% | -26.4% |
| 1Y | -30.6% | -19.5% | -11.1% | -27.5% |
| 3Y | +110.6% | +32.9% | +77.7% | +72.6% |
| 5Y | +16.4% | -29.9% | +46.3% | +26.1% |
| All | +16.4% | -31.3% | +47.7% | +26.1% |
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