+37.3%
SOFI vs BURL
-1.9%
+39.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.2% | -0.9% | +1.6% |
| 7D | +0.9% | +7.7% | -6.8% | -2.1% |
| 30D | +6.0% | -7.1% | +13.2% | +9.1% |
| 3M | -8.9% | -30.3% | +21.4% | +4.8% |
| 6M | +6.3% | -15.5% | +21.9% | +11.2% |
| YTD | -36.0% | -11.0% | -25.1% | -34.8% |
| 1Y | -40.6% | -8.4% | -32.2% | -41.1% |
| 3Y | +144.5% | +96.7% | +47.9% | +69.6% |
| 5Y | -24.3% | -14.1% | -10.3% | -40.1% |
| All | +37.3% | -1.9% | +39.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling