+16.4%
SOFI vs APH
+351.1%
-334.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.1% |
| 7D | +5.6% | +0.2% | +5.4% | +5.4% |
| 30D | -2.0% | -3.3% | +1.3% | +0.3% |
| 3M | +9.2% | +14.0% | -4.9% | -4.8% |
| 6M | -4.7% | +24.4% | -29.1% | -25.6% |
| YTD | -31.2% | +21.4% | -52.6% | -48.3% |
| 1Y | -30.6% | +48.9% | -79.6% | -58.5% |
| 3Y | +110.6% | +290.1% | -179.5% | -62.0% |
| 5Y | +16.4% | +352.8% | -336.4% | -82.7% |
| All | +16.4% | +351.1% | -334.7% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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