+41.1%
SOFI vs BTG
+14.0%
+27.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.1% |
| 7D | -7.0% | -5.5% | -1.6% | -5.6% |
| 30D | -4.3% | +6.1% | -10.4% | -5.8% |
| 3M | +8.4% | +38.6% | -30.2% | -1.4% |
| 6M | -5.9% | +0.7% | -6.6% | -7.8% |
| YTD | -34.3% | +20.3% | -54.6% | -39.3% |
| 1Y | -32.6% | +25.0% | -57.6% | -39.3% |
| 3Y | +101.3% | +97.3% | +4.0% | +52.6% |
| 5Y | +12.6% | +78.3% | -65.8% | -13.2% |
| All | +41.1% | +14.0% | +27.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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