-32.7%
SOFI vs BURL
-10.8%
-21.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.2% | +0.3% |
| 7D | -4.9% | -1.6% | -3.3% | -4.2% |
| 30D | +8.4% | -7.7% | +16.2% | +12.4% |
| 3M | -16.3% | -31.7% | +15.3% | -1.0% |
| 6M | +0.7% | -15.2% | +15.9% | +5.4% |
| YTD | -41.1% | -15.9% | -25.2% | -38.4% |
| 1Y | -45.7% | -14.2% | -31.5% | -44.8% |
| 3Y | +119.0% | +93.5% | +25.5% | +39.0% |
| All | -32.7% | -10.8% | -21.9% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling