+15.4%
SOFI vs APA
+173.2%
-157.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -4.9% | +4.6% | -9.5% | -6.2% |
| 30D | -3.5% | +11.9% | -15.4% | -6.7% |
| 3M | +3.9% | +22.5% | -18.6% | -3.3% |
| 6M | -6.5% | +37.5% | -44.1% | -18.6% |
| YTD | -33.8% | +87.2% | -121.0% | -48.7% |
| 1Y | -33.3% | +101.4% | -134.7% | -50.6% |
| 3Y | +94.6% | +16.9% | +77.7% | +64.3% |
| All | +15.4% | +173.2% | -157.8% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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