+15.4%
SOFI vs BKR
+172.8%
-157.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -4.9% | -7.0% | +2.1% | -1.8% |
| 30D | -3.5% | -8.1% | +4.7% | +0.2% |
| 3M | +3.9% | -6.6% | +10.5% | +6.5% |
| 6M | -6.5% | +0.9% | -7.4% | -9.0% |
| YTD | -33.8% | +31.1% | -64.9% | -44.2% |
| 1Y | -33.3% | +27.7% | -61.0% | -43.1% |
| 3Y | +94.6% | +71.2% | +23.4% | +44.5% |
| All | +15.4% | +172.8% | -157.4% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling