+12.2%
SOFI vs BROS
+38.3%
-26.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.1% |
| 7D | -2.9% | -6.6% | +3.7% | -0.6% |
| 30D | -4.4% | -12.3% | +8.0% | -0.1% |
| 3M | +5.2% | -22.2% | +27.4% | +12.9% |
| 6M | -7.8% | -14.3% | +6.5% | -4.9% |
| YTD | -33.8% | -26.6% | -7.2% | -28.4% |
| 1Y | -33.3% | -31.5% | -1.8% | -26.4% |
| 3Y | +102.7% | +62.3% | +40.4% | +59.0% |
| All | +12.2% | +38.3% | -26.2% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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