+12.7%
SOFI vs BTDR
+19.6%
-6.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | 0.0% |
| 7D | -4.9% | -3.4% | -1.5% | -4.4% |
| 30D | -3.5% | +32.6% | -36.1% | -8.2% |
| 3M | +3.9% | -32.2% | +36.1% | +9.0% |
| 6M | -6.5% | +52.4% | -58.9% | -15.2% |
| YTD | -33.8% | +6.7% | -40.5% | -37.0% |
| 1Y | -33.3% | -15.2% | -18.0% | -35.9% |
| 3Y | +94.6% | +14.9% | +79.7% | +58.1% |
| 5Y | +13.3% | +20.8% | -7.5% | -14.1% |
| All | +12.7% | +19.6% | -6.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling