-33.7%
SOFI vs SAP
-19.2%
-14.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -7.0% | -5.1% | -1.9% | -5.2% |
| 30D | -4.3% | -1.8% | -2.5% | -3.6% |
| 3M | +8.4% | +20.9% | -12.5% | +1.2% |
| 6M | -5.9% | +7.0% | -12.9% | -8.0% |
| YTD | -34.3% | -13.7% | -20.5% | -30.1% |
| All | -33.7% | -19.2% | -14.6% | -20.8% |
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