-28.2%
SOFI vs BKR
+42.5%
-70.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | +0.9% | +1.7% | -0.9% | +0.5% |
| 30D | -0.2% | +3.3% | -3.5% | -1.0% |
| 3M | +6.2% | -3.6% | +9.8% | +7.3% |
| 6M | -2.6% | +5.0% | -7.6% | -4.4% |
| YTD | -30.4% | +40.9% | -71.4% | -41.2% |
| 1Y | -28.2% | +39.2% | -67.4% | -38.5% |
| All | -28.2% | +42.5% | -70.7% | -38.5% |
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