+49.3%
SOFI vs BURL
+1.2%
+48.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.7% |
| 7D | +0.9% | -2.8% | +3.7% | +1.9% |
| 30D | -0.2% | -28.2% | +28.0% | +14.0% |
| 3M | +6.2% | -17.6% | +23.8% | +13.9% |
| 6M | -2.6% | -11.8% | +9.2% | +0.5% |
| YTD | -30.4% | -8.1% | -22.3% | -29.6% |
| 1Y | -28.2% | -12.0% | -16.3% | -27.2% |
| 3Y | +107.3% | +63.3% | +44.0% | +56.3% |
| 5Y | +20.2% | -10.8% | +31.0% | -5.9% |
| All | +49.3% | +1.2% | +48.2% | +27.9% |
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