+33.4%
SOFI vs BURL
-2.3%
+35.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -6.4% | -0.8% | -5.6% | -6.0% |
| 30D | +6.8% | -4.4% | +11.3% | +8.7% |
| 3M | -9.5% | -28.6% | +19.1% | +3.0% |
| 6M | +0.1% | -12.3% | +12.4% | +3.0% |
| YTD | -37.9% | -11.3% | -26.6% | -36.6% |
| 1Y | -47.4% | -10.4% | -37.0% | -47.4% |
| 3Y | +134.4% | +96.1% | +38.4% | +62.8% |
| 5Y | -29.2% | -5.0% | -24.2% | -43.4% |
| All | +33.4% | -2.3% | +35.6% | +15.2% |
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