+47.6%
SOFI vs GAP
+37.8%
+9.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +5.6% | +1.7% | +3.9% | +5.1% |
| 30D | -2.0% | +9.3% | -11.3% | -5.7% |
| 3M | +9.2% | +6.1% | +3.1% | +5.9% |
| 6M | -4.7% | -2.3% | -2.4% | -6.3% |
| YTD | -31.2% | -10.6% | -20.6% | -31.0% |
| 1Y | -30.6% | -4.4% | -26.2% | -32.3% |
| 3Y | +110.6% | +118.3% | -7.7% | +38.1% |
| 5Y | +16.4% | +12.2% | +4.2% | -19.1% |
| All | +47.6% | +37.8% | +9.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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