+49.3%
SOFI vs BAH
-6.8%
+56.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | +0.9% | -3.2% | +4.1% | +1.6% |
| 30D | -0.2% | +2.0% | -2.2% | -0.7% |
| 3M | +6.2% | -7.6% | +13.9% | +8.0% |
| 6M | -2.6% | -5.7% | +3.1% | -1.8% |
| YTD | -30.4% | -11.7% | -18.7% | -29.1% |
| 1Y | -28.2% | -27.4% | -0.8% | -23.6% |
| 3Y | +107.3% | -32.5% | +139.8% | +117.3% |
| 5Y | +20.2% | -3.3% | +23.5% | +12.4% |
| All | +49.3% | -6.8% | +56.2% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling