+33.4%
SOFI vs BABA
-52.4%
+85.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -6.4% | -3.6% | -2.8% | -5.4% |
| 30D | +6.8% | -8.4% | +15.2% | +9.8% |
| 3M | -9.5% | -20.6% | +11.1% | -3.0% |
| 6M | +0.1% | -25.4% | +25.4% | +8.6% |
| YTD | -37.9% | -30.1% | -7.7% | -31.3% |
| 1Y | -47.4% | -36.3% | -11.1% | -40.0% |
| 3Y | +134.4% | +30.4% | +104.1% | +90.8% |
| 5Y | -29.2% | -35.7% | +6.6% | -24.2% |
| All | +33.4% | -52.4% | +85.7% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling