+49.3%
SOFI vs SAP
+80.6%
-31.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.9% |
| 7D | +0.9% | -2.9% | +3.8% | +3.0% |
| 30D | -0.2% | +9.0% | -9.2% | -6.3% |
| 3M | +6.2% | +14.9% | -8.7% | -5.5% |
| 6M | -2.6% | +11.9% | -14.5% | -12.1% |
| YTD | -30.4% | -9.9% | -20.5% | -27.0% |
| 1Y | -28.2% | -19.5% | -8.7% | -16.9% |
| 3Y | +107.3% | +61.8% | +45.5% | +28.0% |
| 5Y | +20.2% | +56.2% | -36.0% | -37.9% |
| All | +49.3% | +80.6% | -31.3% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling