+42.0%
SOFI vs SAP
+73.3%
-31.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -4.9% | -4.1% | -0.9% | -2.1% |
| 30D | -3.5% | +1.1% | -4.5% | -4.3% |
| 3M | +3.9% | +26.1% | -22.2% | -14.0% |
| 6M | -6.5% | +9.8% | -16.3% | -14.7% |
| YTD | -33.8% | -13.6% | -20.3% | -28.5% |
| 1Y | -33.3% | -18.7% | -14.6% | -23.9% |
| 3Y | +94.6% | +54.1% | +40.5% | +24.7% |
| 5Y | +13.3% | +54.7% | -41.5% | -39.2% |
| All | +42.0% | +73.3% | -31.3% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling