+15.4%
SOFI vs BR
+8.0%
+7.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | -4.9% | -3.0% | -2.0% | -2.9% |
| 30D | -3.5% | -0.3% | -3.2% | -3.4% |
| 3M | +3.9% | +17.3% | -13.4% | -9.4% |
| 6M | -6.5% | -6.7% | +0.2% | -2.6% |
| YTD | -33.8% | -23.4% | -10.4% | -19.5% |
| 1Y | -33.3% | -32.7% | -0.6% | -9.2% |
| 3Y | +94.6% | -5.9% | +100.5% | +93.1% |
| All | +15.4% | +8.0% | +7.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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