-28.2%
SOFI vs BX
-15.8%
-12.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | +0.9% | -4.4% | +5.3% | +3.9% |
| 30D | -0.2% | +0.1% | -0.3% | -0.3% |
| 3M | +6.2% | +16.0% | -9.8% | -3.3% |
| 6M | -2.6% | +21.6% | -24.2% | -13.4% |
| YTD | -30.4% | -8.9% | -21.5% | -27.7% |
| 1Y | -28.2% | -16.6% | -11.6% | -22.6% |
| All | -28.2% | -15.8% | -12.4% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling