+15.4%
SOFI vs BX
+17.9%
-2.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.8% | -1.4% |
| 7D | -4.9% | -5.6% | +0.7% | -0.3% |
| 30D | -3.5% | -12.2% | +8.8% | +7.7% |
| 3M | +3.9% | +7.4% | -3.5% | -2.9% |
| 6M | -6.5% | +22.2% | -28.7% | -22.3% |
| YTD | -33.8% | -14.0% | -19.8% | -26.4% |
| 1Y | -33.3% | -27.3% | -6.0% | -14.4% |
| 3Y | +94.6% | +24.5% | +70.1% | +62.8% |
| All | +15.4% | +17.9% | -2.6% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling