+12.6%
SOFI vs BBWI
-69.5%
+82.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -7.0% | -8.0% | +1.0% | -3.7% |
| 30D | -4.3% | -6.6% | +2.3% | -2.5% |
| 3M | +8.4% | -2.7% | +11.2% | +8.1% |
| 6M | -5.9% | -12.8% | +6.9% | -3.4% |
| YTD | -34.3% | -10.5% | -23.8% | -34.6% |
| 1Y | -32.6% | -35.3% | +2.8% | -23.4% |
| 3Y | +101.3% | -47.7% | +149.0% | +136.3% |
| 5Y | +12.6% | -68.9% | +81.4% | +85.9% |
| All | +12.6% | -69.5% | +82.0% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling