+33.4%
SOFI vs APH
+410.1%
-376.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | 0.0% |
| 7D | -6.4% | +0.4% | -6.8% | -7.0% |
| 30D | +6.8% | -8.0% | +14.8% | +13.1% |
| 3M | -9.5% | -5.0% | -4.5% | -7.9% |
| 6M | +0.1% | +29.9% | -29.9% | -24.5% |
| YTD | -37.9% | +18.0% | -55.8% | -53.2% |
| 1Y | -47.4% | +11.3% | -58.8% | -57.8% |
| 3Y | +134.4% | +274.9% | -140.5% | -55.4% |
| 5Y | -29.2% | +300.6% | -329.8% | -87.6% |
| All | +33.4% | +410.1% | -376.7% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling