+47.6%
SOFI vs BBWI
-29.9%
+77.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +2.0% | +0.2% |
| 7D | +5.6% | +1.6% | +4.1% | +4.9% |
| 30D | -2.0% | -6.2% | +4.2% | -0.4% |
| 3M | +9.2% | +4.3% | +4.8% | +5.7% |
| 6M | -4.7% | -7.2% | +2.5% | -4.7% |
| YTD | -31.2% | -3.0% | -28.2% | -33.7% |
| 1Y | -30.6% | -30.8% | +0.1% | -23.6% |
| 3Y | +110.6% | -43.4% | +154.0% | +139.2% |
| 5Y | +16.4% | -66.7% | +83.1% | +67.3% |
| All | +47.6% | -29.9% | +77.5% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling