-32.7%
SOFI vs BP
+113.6%
-146.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -4.9% | +3.8% | -8.7% | -5.9% |
| 30D | +8.4% | -5.3% | +13.7% | +9.8% |
| 3M | -16.3% | +9.3% | -25.6% | -19.5% |
| 6M | +0.7% | +7.2% | -6.5% | -3.3% |
| YTD | -41.1% | +38.0% | -79.1% | -50.0% |
| 1Y | -45.7% | +33.2% | -78.9% | -53.3% |
| 3Y | +119.0% | +50.3% | +68.7% | +76.9% |
| All | -32.7% | +113.6% | -146.3% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling