+41.1%
SOFI vs BDX
+1.3%
+39.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | -7.0% | -5.4% | -1.6% | -4.8% |
| 30D | -4.3% | -2.2% | -2.1% | -3.4% |
| 3M | +8.4% | +20.1% | -11.6% | -0.3% |
| 6M | -5.9% | +9.1% | -15.0% | -9.7% |
| YTD | -34.3% | +17.9% | -52.1% | -39.5% |
| 1Y | -32.6% | +22.1% | -54.6% | -39.2% |
| 3Y | +101.3% | -10.5% | +111.8% | +108.1% |
| 5Y | +12.6% | -2.6% | +15.2% | +11.8% |
| All | +41.1% | +1.3% | +39.8% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling