+42.0%
SOFI vs SAN
+472.5%
-430.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | -0.7% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -3.5% | +0.9% | -4.4% | -3.9% |
| 3M | +3.9% | +19.1% | -15.2% | -5.8% |
| 6M | -6.5% | +33.2% | -39.7% | -20.7% |
| YTD | -33.8% | +29.1% | -63.0% | -43.4% |
| 1Y | -33.3% | +50.2% | -83.5% | -47.8% |
| 3Y | +94.6% | +351.0% | -256.4% | -15.8% |
| 5Y | +13.3% | +394.7% | -381.4% | -56.3% |
| All | +42.0% | +472.5% | -430.6% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling