-17.7%
SOFI vs BITO
-8.3%
-9.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.9% | -3.4% | -1.5% | -3.5% |
| 30D | -3.5% | +21.4% | -24.9% | -11.4% |
| 3M | +3.9% | +20.5% | -16.6% | -4.4% |
| 6M | -6.5% | +7.4% | -13.9% | -9.6% |
| YTD | -33.8% | -13.9% | -20.0% | -30.2% |
| 1Y | -33.3% | -35.1% | +1.8% | -21.1% |
| 3Y | +94.6% | +156.8% | -62.2% | +26.2% |
| All | -17.7% | -8.3% | -9.4% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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