-40.8%
SOFI vs BMY
+45.9%
-86.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +3.3% |
| 7D | +1.4% | +6.0% | -4.6% | +0.8% |
| 30D | +9.2% | +9.1% | 0.0% | +8.4% |
| 3M | -7.1% | -2.6% | -4.5% | -6.5% |
| 6M | +7.3% | +13.1% | -5.8% | +7.8% |
| YTD | -33.6% | +23.0% | -56.6% | -35.1% |
| 1Y | -40.8% | +45.6% | -86.4% | -47.8% |
| All | -40.8% | +45.9% | -86.7% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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