-40.8%
SOFI vs BRO
-3.6%
-37.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.5% | -0.8% | +3.5% |
| 7D | +1.4% | +12.4% | -11.0% | +1.0% |
| 30D | +9.2% | +21.6% | -12.4% | +7.2% |
| 3M | -7.1% | +4.3% | -11.4% | -7.5% |
| 6M | +7.3% | +29.2% | -21.9% | +1.0% |
| YTD | -33.6% | -6.4% | -27.3% | -33.4% |
| 1Y | -40.8% | -5.3% | -35.5% | -41.0% |
| All | -40.8% | -3.6% | -37.2% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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