+47.6%
SOFI vs APA
+247.4%
-199.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.6% |
| 7D | +5.6% | -1.7% | +7.3% | +6.1% |
| 30D | -2.0% | +15.7% | -17.7% | -6.1% |
| 3M | +9.2% | +16.5% | -7.3% | +3.4% |
| 6M | -4.7% | +35.1% | -39.8% | -15.7% |
| YTD | -31.2% | +82.2% | -113.4% | -45.0% |
| 1Y | -30.6% | +102.5% | -133.1% | -47.5% |
| 3Y | +110.6% | +10.3% | +100.3% | +82.9% |
| 5Y | +16.4% | +166.1% | -149.7% | -21.9% |
| All | +47.6% | +247.4% | -199.7% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling