-32.7%
SOFI vs APD
+16.4%
-49.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -4.9% | +3.8% | -8.7% | -6.8% |
| 30D | +8.4% | +8.2% | +0.2% | +4.0% |
| 3M | -16.3% | +4.3% | -20.6% | -18.3% |
| 6M | +0.7% | +4.7% | -4.0% | -2.6% |
| YTD | -41.1% | +31.5% | -72.6% | -51.3% |
| 1Y | -45.7% | +23.5% | -69.2% | -53.5% |
| 3Y | +119.0% | +29.1% | +89.9% | +78.4% |
| All | -32.7% | +16.4% | -49.2% | -49.8% |
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 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