+32.9%
SOFI vs BURL
-5.9%
+38.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | -3.3% | +4.1% | -7.4% | -4.8% |
| 30D | +3.5% | -9.5% | +13.0% | +7.6% |
| 3M | -10.4% | -33.5% | +23.1% | +5.0% |
| 6M | -0.6% | -22.1% | +21.5% | +7.6% |
| YTD | -38.1% | -14.6% | -23.5% | -35.8% |
| 1Y | -40.3% | -8.4% | -32.0% | -41.0% |
| 3Y | +116.4% | +86.6% | +29.9% | +53.4% |
| 5Y | -28.2% | -17.2% | -11.0% | -42.2% |
| All | +32.9% | -5.9% | +38.8% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling