+15.4%
SOFI vs BIDU
-44.1%
+59.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -4.9% | -8.1% | +3.2% | -1.8% |
| 30D | -3.5% | -12.8% | +9.4% | +1.5% |
| 3M | +3.9% | -21.3% | +25.2% | +13.1% |
| 6M | -6.5% | -27.0% | +20.4% | +4.1% |
| YTD | -33.8% | -30.0% | -3.8% | -25.6% |
| 1Y | -33.3% | -18.3% | -15.0% | -30.6% |
| 3Y | +94.6% | -33.8% | +128.4% | +110.6% |
| All | +15.4% | -44.1% | +59.4% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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