+12.6%
SOFI vs BAX
-67.5%
+80.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -7.0% | -5.4% | -1.6% | -5.3% |
| 30D | -4.3% | -12.4% | +8.1% | -0.2% |
| 3M | +8.4% | +19.1% | -10.7% | +2.5% |
| 6M | -5.9% | +38.6% | -44.5% | -15.4% |
| YTD | -34.3% | +26.7% | -61.0% | -40.0% |
| 1Y | -32.6% | +1.0% | -33.6% | -34.1% |
| 3Y | +101.3% | -33.9% | +135.2% | +121.7% |
| 5Y | +12.6% | -67.0% | +79.6% | +52.1% |
| All | +12.6% | -67.5% | +80.0% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling