+15.4%
SOFI vs SAN
+385.2%
-369.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | -0.8% |
| 7D | -4.9% | +0.2% | -5.1% | -5.1% |
| 30D | -3.5% | +0.9% | -4.4% | -4.0% |
| 3M | +3.9% | +19.1% | -15.2% | -6.7% |
| 6M | -6.5% | +33.2% | -39.7% | -22.0% |
| YTD | -33.8% | +29.1% | -63.0% | -44.3% |
| 1Y | -33.3% | +50.2% | -83.5% | -49.2% |
| 3Y | +94.6% | +351.0% | -256.4% | -24.5% |
| All | +15.4% | +385.2% | -369.8% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling