+42.0%
SOFI vs BHP
+107.9%
-65.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.8% |
| 7D | -4.9% | -3.6% | -1.3% | -3.1% |
| 30D | -3.5% | -1.2% | -2.3% | -2.9% |
| 3M | +3.9% | +1.2% | +2.7% | +2.7% |
| 6M | -6.5% | +21.4% | -27.9% | -16.9% |
| YTD | -33.8% | +50.4% | -84.3% | -48.5% |
| 1Y | -33.3% | +67.5% | -100.8% | -51.3% |
| 3Y | +94.6% | +72.8% | +21.8% | +37.9% |
| 5Y | +13.3% | +112.6% | -99.3% | -27.8% |
| All | +42.0% | +107.9% | -65.9% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling