-33.3%
SOFI vs BSX
-59.2%
+25.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -4.9% | -10.1% | +5.1% | -3.7% |
| 30D | -3.5% | -16.4% | +13.0% | -1.4% |
| 3M | +3.9% | -8.9% | +12.8% | +5.5% |
| 6M | -6.5% | -38.3% | +31.7% | -2.5% |
| YTD | -33.8% | -54.9% | +21.1% | -28.8% |
| 1Y | -33.3% | -58.8% | +25.5% | -34.3% |
| All | -33.3% | -59.2% | +25.9% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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