+49.3%
SOFI vs BP
+176.8%
-127.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +0.9% | +3.9% | -3.1% | -0.5% |
| 30D | -0.2% | +7.6% | -7.8% | -2.9% |
| 3M | +6.2% | +0.7% | +5.5% | +5.1% |
| 6M | -2.6% | +15.5% | -18.1% | -9.9% |
| YTD | -30.4% | +30.8% | -61.2% | -39.0% |
| 1Y | -28.2% | +34.3% | -62.5% | -37.9% |
| 3Y | +107.3% | +35.1% | +72.2% | +76.4% |
| 5Y | +20.2% | +126.8% | -106.6% | -13.7% |
| All | +49.3% | +176.8% | -127.5% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling