+15.4%
SOFI vs BSX
-3.9%
+19.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -4.9% | -10.1% | +5.1% | +0.4% |
| 30D | -3.5% | -16.4% | +13.0% | +5.9% |
| 3M | +3.9% | -8.9% | +12.8% | +8.4% |
| 6M | -6.5% | -38.3% | +31.7% | +20.1% |
| YTD | -33.8% | -54.9% | +21.1% | +2.6% |
| 1Y | -33.3% | -58.8% | +25.5% | +10.2% |
| 3Y | +94.6% | -21.2% | +115.8% | +103.9% |
| All | +15.4% | -3.9% | +19.3% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling