+94.6%
SOFI vs BAX
-35.4%
+130.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -4.9% | -7.9% | +2.9% | -2.5% |
| 30D | -3.5% | -11.7% | +8.2% | +0.2% |
| 3M | +3.9% | +16.2% | -12.3% | -0.6% |
| 6M | -6.5% | +32.0% | -38.5% | -14.1% |
| YTD | -33.8% | +24.7% | -58.6% | -38.9% |
| 1Y | -33.3% | -2.6% | -30.7% | -33.7% |
| 3Y | +94.6% | -35.0% | +129.6% | +119.7% |
| All | +94.6% | -35.4% | +130.0% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling