+42.0%
SOFI vs BMY
+28.4%
+13.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.9% | -4.8% | -0.2% | -4.3% |
| 30D | -3.5% | -0.1% | -3.4% | -3.4% |
| 3M | +3.9% | +13.1% | -9.2% | +2.4% |
| 6M | -6.5% | +8.4% | -14.9% | -7.5% |
| YTD | -33.8% | +22.0% | -55.8% | -35.8% |
| 1Y | -33.3% | +40.3% | -73.6% | -36.7% |
| 3Y | +94.6% | +20.5% | +74.1% | +85.6% |
| 5Y | +13.3% | +23.7% | -10.4% | +8.1% |
| All | +42.0% | +28.4% | +13.5% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling