+127.3%
SOFI vs BTSG
+389.4%
-262.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.1% |
| 7D | -4.9% | -3.3% | -1.6% | -3.9% |
| 30D | -3.5% | -1.6% | -1.9% | -3.2% |
| 3M | +3.9% | -6.9% | +10.8% | +5.3% |
| 6M | -6.5% | +42.1% | -48.6% | -20.1% |
| YTD | -33.8% | +56.8% | -90.7% | -45.9% |
| 1Y | -33.3% | +109.8% | -143.1% | -51.3% |
| All | +127.3% | +389.4% | -262.1% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling