+102.4%
SOFI vs APD
+7.3%
+95.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +5.6% | -2.5% | +8.1% | +6.6% |
| 30D | -2.0% | -1.9% | -0.1% | -1.4% |
| 3M | +9.2% | +8.2% | +0.9% | +5.6% |
| 6M | -4.7% | +10.7% | -15.5% | -9.4% |
| YTD | -31.2% | +22.9% | -54.1% | -38.2% |
| 1Y | -30.6% | +5.8% | -36.4% | -32.5% |
| All | +102.4% | +7.3% | +95.1% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling