+47.6%
SOFI vs BUD
+20.0%
+27.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +5.6% | +0.8% | +4.9% | +5.4% |
| 30D | -2.0% | -4.8% | +2.8% | -0.3% |
| 3M | +9.2% | +1.4% | +7.8% | +7.9% |
| 6M | -4.7% | +9.9% | -14.6% | -9.1% |
| YTD | -31.2% | +26.3% | -57.6% | -38.8% |
| 1Y | -30.6% | +36.1% | -66.8% | -40.5% |
| 3Y | +110.6% | +48.6% | +62.1% | +68.0% |
| 5Y | +16.4% | +45.0% | -28.6% | -9.2% |
| All | +47.6% | +20.0% | +27.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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