+12.6%
SOFI vs BWA
+86.5%
-73.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | -7.0% | -0.1% | -7.0% | -7.0% |
| 30D | -4.3% | -5.5% | +1.2% | -1.1% |
| 3M | +8.4% | -7.6% | +16.1% | +12.9% |
| 6M | -5.9% | +25.0% | -30.9% | -19.3% |
| YTD | -34.3% | +47.0% | -81.2% | -51.7% |
| 1Y | -32.6% | +54.0% | -86.6% | -52.5% |
| 3Y | +101.3% | +70.7% | +30.6% | +26.7% |
| 5Y | +12.6% | +86.7% | -74.1% | -42.8% |
| All | +12.6% | +86.5% | -73.9% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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