+15.4%
SOFI vs BB
-26.5%
+41.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.2% |
| 7D | -4.9% | -0.4% | -4.6% | -4.8% |
| 30D | -3.5% | -12.5% | +9.1% | +2.4% |
| 3M | +3.9% | -17.4% | +21.3% | +10.1% |
| 6M | -6.5% | +119.1% | -125.7% | -42.4% |
| YTD | -33.8% | +102.4% | -136.2% | -57.5% |
| 1Y | -33.3% | +98.2% | -131.5% | -57.3% |
| 3Y | +94.6% | +46.9% | +47.7% | +33.8% |
| All | +15.4% | -26.5% | +41.9% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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