-40.8%
SOFI vs BNS
+52.0%
-92.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.7% | +0.3% |
| 7D | +1.4% | +2.0% | -0.6% | -0.7% |
| 30D | +9.2% | +7.8% | +1.4% | +0.7% |
| 3M | -7.1% | +11.7% | -18.7% | -18.1% |
| 6M | +7.3% | +28.2% | -21.0% | -21.0% |
| YTD | -33.6% | +34.8% | -68.4% | -53.5% |
| 1Y | -40.8% | +51.1% | -91.9% | -64.8% |
| All | -40.8% | +52.0% | -92.8% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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