+119.0%
SOFI vs SAP
+69.7%
+49.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -4.9% | +0.6% | -5.5% | -5.2% |
| 30D | +8.4% | +6.5% | +1.9% | +4.3% |
| 3M | -16.3% | +12.2% | -28.6% | -22.1% |
| 6M | +0.7% | +46.1% | -45.3% | -21.1% |
| YTD | -41.1% | -1.6% | -39.5% | -40.7% |
| 1Y | -45.7% | -5.1% | -40.6% | -43.6% |
| 3Y | +119.0% | +68.4% | +50.7% | +46.2% |
| All | +119.0% | +69.7% | +49.4% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling