+49.3%
SOFI vs APH
+431.6%
-382.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.3% |
| 7D | +0.9% | +5.0% | -4.1% | -3.4% |
| 30D | -0.2% | -3.9% | +3.7% | +2.7% |
| 3M | +6.2% | +13.0% | -6.7% | -6.6% |
| 6M | -2.6% | +25.2% | -27.7% | -24.4% |
| YTD | -30.4% | +22.9% | -53.3% | -48.3% |
| 1Y | -28.2% | +47.8% | -76.1% | -56.6% |
| 3Y | +107.3% | +283.0% | -175.7% | -60.1% |
| 5Y | +20.2% | +349.7% | -329.5% | -80.8% |
| All | +49.3% | +431.6% | -382.2% | -80.7% |
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 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