+15.4%
SOFI vs BTI
+118.0%
-102.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -3.5% | -1.1% | -2.4% | -3.3% |
| 3M | +3.9% | -8.8% | +12.7% | +5.8% |
| 6M | -6.5% | -4.0% | -2.6% | -6.9% |
| YTD | -33.8% | +0.4% | -34.2% | -35.5% |
| 1Y | -33.3% | +1.9% | -35.2% | -35.3% |
| 3Y | +94.6% | +108.5% | -13.9% | +34.8% |
| All | +15.4% | +118.0% | -102.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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