+41.1%
SOFI vs BKR
+221.5%
-180.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | +2.2% |
| 7D | -7.0% | -6.7% | -0.4% | -4.3% |
| 30D | -4.3% | -8.3% | +4.1% | -0.8% |
| 3M | +8.4% | -5.4% | +13.8% | +10.4% |
| 6M | -5.9% | +0.8% | -6.7% | -8.1% |
| YTD | -34.3% | +31.8% | -66.1% | -43.8% |
| 1Y | -32.6% | +28.6% | -61.1% | -41.8% |
| 3Y | +101.3% | +71.2% | +30.1% | +53.5% |
| 5Y | +12.6% | +179.2% | -166.7% | -29.2% |
| All | +41.1% | +221.5% | -180.5% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling