+13.3%
SOFI vs BIL
+19.4%
-6.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.9% | +0.1% | -2.9% | -2.5% |
| 30D | -4.4% | +0.3% | -4.6% | -3.0% |
| 3M | +5.2% | +0.9% | +4.3% | +10.1% |
| 6M | -7.8% | +1.8% | -9.6% | +1.4% |
| YTD | -33.8% | +2.5% | -36.3% | -24.5% |
| 1Y | -33.3% | +3.7% | -37.0% | -17.6% |
| 3Y | +102.7% | +14.1% | +88.6% | +252.0% |
| All | +13.3% | +19.4% | -6.1% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling