+122.0%
SOFI vs BURL
+94.4%
+27.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.3% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | +2.6% | -4.3% | +6.9% | +4.2% |
| 3M | -12.9% | -28.8% | +15.9% | -1.3% |
| 6M | -1.7% | -12.8% | +11.1% | +0.8% |
| YTD | -40.3% | -12.8% | -27.5% | -38.9% |
| 1Y | -51.5% | -12.3% | -39.2% | -51.2% |
| All | +122.0% | +94.4% | +27.6% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling