-40.8%
SOFI vs SAP
-5.6%
-35.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +2.2% |
| 7D | +1.4% | +1.3% | +0.1% | +0.9% |
| 30D | +9.2% | +15.5% | -6.4% | +3.8% |
| 3M | -7.1% | +22.8% | -29.8% | -13.3% |
| 6M | +7.3% | +42.5% | -35.2% | -4.7% |
| YTD | -33.6% | +0.5% | -34.1% | -34.0% |
| 1Y | -40.8% | -5.9% | -34.9% | -32.0% |
| All | -40.8% | -5.6% | -35.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling