+42.0%
SOFI vs BSX
+19.1%
+22.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -4.9% | -10.1% | +5.1% | -0.2% |
| 30D | -3.5% | -16.4% | +13.0% | +4.8% |
| 3M | +3.9% | -8.9% | +12.8% | +7.9% |
| 6M | -6.5% | -38.3% | +31.7% | +16.6% |
| YTD | -33.8% | -54.9% | +21.1% | -2.8% |
| 1Y | -33.3% | -58.8% | +25.5% | +3.3% |
| 3Y | +94.6% | -21.2% | +115.8% | +112.1% |
| 5Y | +13.3% | -3.3% | +16.6% | +3.7% |
| All | +42.0% | +19.1% | +22.8% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling