+42.0%
SOFI vs BBWI
-31.1%
+73.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -2.1% |
| 7D | -4.9% | -4.8% | -0.1% | -3.1% |
| 30D | -3.5% | +3.5% | -6.9% | -6.0% |
| 3M | +3.9% | -0.3% | +4.2% | +2.4% |
| 6M | -6.5% | -5.4% | -1.2% | -7.4% |
| YTD | -33.8% | -4.7% | -29.1% | -35.9% |
| 1Y | -33.3% | -30.5% | -2.8% | -26.8% |
| 3Y | +94.6% | -44.3% | +138.9% | +122.3% |
| 5Y | +13.3% | -66.9% | +80.2% | +63.0% |
| All | +42.0% | -31.1% | +73.1% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling