+10.5%
SOFI vs APD
+25.2%
-14.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -2.9% | -3.3% |
| 7D | -2.9% | -4.6% | +1.7% | -0.4% |
| 30D | -4.4% | -4.2% | -0.2% | -2.2% |
| 3M | +5.2% | +5.0% | +0.2% | +1.7% |
| 6M | -7.8% | +8.9% | -16.7% | -13.7% |
| YTD | -33.8% | +21.9% | -55.7% | -42.9% |
| 1Y | -33.3% | +5.6% | -38.8% | -37.3% |
| 3Y | +102.7% | +6.9% | +95.8% | +87.6% |
| 5Y | +10.5% | +25.3% | -14.9% | -30.4% |
| All | +10.5% | +25.2% | -14.8% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling