+42.0%
SOFI vs BTI
+117.6%
-75.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.5% |
| 7D | -2.9% | -2.4% | -0.4% | -2.3% |
| 30D | -4.4% | -4.8% | +0.4% | -3.4% |
| 3M | +5.2% | -8.1% | +13.3% | +6.5% |
| 6M | -7.8% | -4.2% | -3.6% | -8.1% |
| YTD | -33.8% | -1.3% | -32.5% | -34.9% |
| 1Y | -33.3% | +2.1% | -35.4% | -35.1% |
| 3Y | +102.7% | +108.9% | -6.2% | +50.7% |
| 5Y | +10.5% | +114.5% | -104.0% | -11.4% |
| All | +42.0% | +117.6% | -75.6% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling