+15.4%
SOFI vs BDX
-2.2%
+17.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -4.9% | -3.2% | -1.8% | -3.7% |
| 30D | -3.5% | -2.5% | -0.9% | -2.4% |
| 3M | +3.9% | +21.4% | -17.5% | -4.9% |
| 6M | -6.5% | +10.4% | -16.9% | -10.8% |
| YTD | -33.8% | +18.8% | -52.7% | -39.4% |
| 1Y | -33.3% | +21.7% | -55.0% | -39.8% |
| 3Y | +94.6% | -10.0% | +104.6% | +101.3% |
| All | +15.4% | -2.2% | +17.6% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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