+9.2%
SOFI vs BTSG
+6.5%
+2.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -2.0% |
| 7D | +5.6% | +5.7% | -0.1% | +4.0% |
| 30D | -2.0% | +0.2% | -2.2% | -1.8% |
| 3M | +9.2% | +5.6% | +3.5% | +1.2% |
| All | +9.2% | +6.5% | +2.6% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3mo: compounded portfolio wealth divided by compounded BTSG 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…
3mo analysis · Full analysis span regression · Available span rolling