+42.0%
SOFI vs BP
+191.3%
-149.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.9% | +5.2% | -10.2% | -6.5% |
| 30D | -3.5% | +8.7% | -12.2% | -6.3% |
| 3M | +3.9% | +9.3% | -5.4% | -0.1% |
| 6M | -6.5% | +13.6% | -20.1% | -12.5% |
| YTD | -33.8% | +37.7% | -71.5% | -42.9% |
| 1Y | -33.3% | +40.6% | -73.9% | -43.1% |
| 3Y | +94.6% | +40.3% | +54.3% | +63.5% |
| 5Y | +13.3% | +141.4% | -128.1% | -20.2% |
| All | +42.0% | +191.3% | -149.3% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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