+42.0%
SOFI vs BIL
+19.4%
+22.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.8% |
| 7D | -4.9% | +0.1% | -5.0% | -4.7% |
| 30D | -3.5% | +0.3% | -3.8% | -2.0% |
| 3M | +3.9% | +0.9% | +3.0% | +9.1% |
| 6M | -6.5% | +1.8% | -8.4% | +3.4% |
| YTD | -33.8% | +2.5% | -36.3% | -24.0% |
| 1Y | -33.3% | +3.7% | -37.0% | -17.4% |
| 3Y | +94.6% | +14.1% | +80.5% | +269.2% |
| 5Y | +13.3% | +19.5% | -6.2% | +54.2% |
| All | +42.0% | +19.4% | +22.6% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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