+42.0%
SOFI vs BMY
+30.0%
+12.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.7% |
| 7D | -2.9% | -4.8% | +1.9% | -2.2% |
| 30D | -4.4% | -0.7% | -3.7% | -4.2% |
| 3M | +5.2% | +15.3% | -10.1% | +3.4% |
| 6M | -7.8% | +8.5% | -16.3% | -8.7% |
| YTD | -33.8% | +23.4% | -57.2% | -35.9% |
| 1Y | -33.3% | +42.9% | -76.2% | -36.9% |
| 3Y | +102.7% | +22.0% | +80.7% | +93.0% |
| 5Y | +10.5% | +24.3% | -13.9% | +5.3% |
| All | +42.0% | +30.0% | +12.1% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling