+15.4%
SOFI vs BG
+81.8%
-66.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.0% |
| 7D | -4.9% | +3.1% | -8.1% | -5.5% |
| 30D | -3.5% | +10.2% | -13.7% | -5.5% |
| 3M | +3.9% | -1.7% | +5.6% | +4.0% |
| 6M | -6.5% | +1.0% | -7.5% | -7.5% |
| YTD | -33.8% | +39.9% | -73.8% | -39.9% |
| 1Y | -33.3% | +53.2% | -86.5% | -41.2% |
| 3Y | +94.6% | +16.3% | +78.3% | +82.4% |
| All | +15.4% | +81.8% | -66.4% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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