+41.1%
SOFI vs BG
+120.3%
-79.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -7.0% | +3.7% | -10.7% | -7.8% |
| 30D | -4.3% | +12.3% | -16.6% | -6.9% |
| 3M | +8.4% | -2.2% | +10.7% | +8.7% |
| 6M | -5.9% | +5.3% | -11.2% | -7.9% |
| YTD | -34.3% | +42.4% | -76.7% | -40.8% |
| 1Y | -32.6% | +55.2% | -87.8% | -41.0% |
| 3Y | +101.3% | +21.0% | +80.3% | +86.2% |
| 5Y | +12.6% | +87.1% | -74.6% | -15.7% |
| All | +41.1% | +120.3% | -79.2% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling