+42.0%
SOFI vs BHP
+120.0%
-78.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.9% |
| 7D | -2.9% | +0.9% | -3.8% | -3.4% |
| 30D | -4.4% | +4.0% | -8.4% | -6.5% |
| 3M | +5.2% | +11.3% | -6.0% | -1.3% |
| 6M | -7.8% | +29.3% | -37.1% | -20.8% |
| YTD | -33.8% | +59.2% | -93.0% | -50.0% |
| 1Y | -33.3% | +80.8% | -114.1% | -53.3% |
| 3Y | +102.7% | +88.0% | +14.7% | +37.4% |
| 5Y | +10.5% | +126.6% | -116.2% | -31.8% |
| All | +42.0% | +120.0% | -78.0% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling