+41.1%
SOFI vs APD
+22.2%
+18.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -7.0% | -3.5% | -3.5% | -5.5% |
| 30D | -4.3% | -5.1% | +0.8% | -2.0% |
| 3M | +8.4% | +6.9% | +1.6% | +4.4% |
| 6M | -5.9% | +8.1% | -14.0% | -10.6% |
| YTD | -34.3% | +21.2% | -55.5% | -41.8% |
| 1Y | -32.6% | +4.9% | -37.4% | -35.7% |
| 3Y | +101.3% | +6.3% | +95.0% | +89.4% |
| 5Y | +12.6% | +24.3% | -11.7% | -10.6% |
| All | +41.1% | +22.2% | +18.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling