+47.6%
SOFI vs SAN
+468.7%
-421.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +5.6% | +3.3% | +2.3% | +3.7% |
| 30D | -2.0% | +1.1% | -3.1% | -2.6% |
| 3M | +9.2% | +22.2% | -13.1% | -2.5% |
| 6M | -4.7% | +36.0% | -40.7% | -20.2% |
| YTD | -31.2% | +28.2% | -59.5% | -40.9% |
| 1Y | -30.6% | +54.1% | -84.8% | -46.6% |
| 3Y | +110.6% | +354.2% | -243.6% | -9.1% |
| 5Y | +16.4% | +387.3% | -370.9% | -54.8% |
| All | +47.6% | +468.7% | -421.1% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling