+15.4%
SOFI vs NTAP
+140.4%
-125.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.5% | -7.9% | -4.6% |
| 7D | -4.9% | +7.4% | -12.3% | -9.3% |
| 30D | -3.5% | -1.4% | -2.1% | -3.2% |
| 3M | +3.9% | +24.6% | -20.7% | -10.4% |
| 6M | -6.5% | +105.9% | -112.4% | -44.3% |
| YTD | -33.8% | +88.5% | -122.4% | -58.4% |
| 1Y | -33.3% | +62.1% | -95.4% | -53.2% |
| 3Y | +94.6% | +169.1% | -74.4% | -13.6% |
| All | +15.4% | +140.4% | -125.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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