-46.7%
SOFI vs BKR
+1.2%
-47.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -7.4% | -0.4% | -6.5% |
| 7D | -8.9% | -15.2% | +6.3% | -6.7% |
| 30D | +1.8% | -19.1% | +20.9% | +4.8% |
| 3M | -12.1% | -24.8% | +12.7% | -8.7% |
| 6M | +0.1% | -31.6% | +31.7% | +5.6% |
| YTD | -38.7% | +2.5% | -41.3% | -45.5% |
| 1Y | -46.7% | -0.7% | -45.9% | -51.6% |
| All | -46.7% | +1.2% | -47.9% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling