+42.0%
SOFI vs BAH
-2.9%
+44.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -4.9% | +4.3% | -9.2% | -5.9% |
| 30D | -3.5% | -2.5% | -1.0% | -3.0% |
| 3M | +3.9% | -0.9% | +4.8% | +3.8% |
| 6M | -6.5% | +1.5% | -8.0% | -7.5% |
| YTD | -33.8% | -8.0% | -25.9% | -33.2% |
| 1Y | -33.3% | -24.7% | -8.5% | -29.6% |
| 3Y | +94.6% | -28.4% | +123.0% | +100.9% |
| 5Y | +13.3% | +2.8% | +10.5% | +5.7% |
| All | +42.0% | -2.9% | +44.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling