-40.8%
SOFI vs BX
-8.3%
-32.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.2% | -2.6% | -0.1% |
| 7D | +1.4% | +8.3% | -6.9% | -3.4% |
| 30D | +9.2% | +13.5% | -4.4% | +0.4% |
| 3M | -7.1% | -7.6% | +0.5% | -2.5% |
| 6M | +7.3% | +4.0% | +3.2% | +4.3% |
| YTD | -33.6% | -15.2% | -18.4% | -29.4% |
| 1Y | -40.8% | -8.5% | -32.4% | -42.0% |
| All | -40.8% | -8.3% | -32.5% | -42.0% |
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