+15.4%
SOFI vs APTV
-69.3%
+84.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | -4.9% | -5.0% | +0.1% | -1.9% |
| 30D | -3.5% | -6.1% | +2.6% | +0.3% |
| 3M | +3.9% | -33.0% | +36.9% | +31.1% |
| 6M | -6.5% | -35.2% | +28.7% | +17.9% |
| YTD | -33.8% | -40.1% | +6.3% | -12.6% |
| 1Y | -33.3% | -45.6% | +12.3% | -5.5% |
| 3Y | +94.6% | -54.4% | +149.0% | +201.4% |
| All | +15.4% | -69.3% | +84.7% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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