-32.7%
SOFI vs BAH
+6.1%
-38.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -4.9% | +1.7% | -6.6% | -5.3% |
| 30D | +8.4% | +20.8% | -12.3% | +2.6% |
| 3M | -16.3% | +11.6% | -27.9% | -19.2% |
| 6M | +0.7% | +23.1% | -22.4% | -5.9% |
| YTD | -41.1% | +5.3% | -46.4% | -42.9% |
| 1Y | -45.7% | +6.1% | -51.8% | -47.7% |
| 3Y | +119.0% | -27.5% | +146.5% | +124.5% |
| All | -32.7% | +6.1% | -38.9% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling