+26.4%
SOFI vs SNAP
-89.6%
+116.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -4.9% | +6.0% | -10.9% | -6.9% |
| 30D | +8.4% | -13.8% | +22.2% | +13.5% |
| 3M | -16.3% | -0.8% | -15.6% | -17.1% |
| 6M | +0.7% | -6.2% | +7.0% | +0.4% |
| YTD | -41.1% | -34.8% | -6.3% | -34.5% |
| 1Y | -45.7% | -38.7% | -7.0% | -38.4% |
| 3Y | +119.0% | -53.5% | +172.5% | +143.9% |
| 5Y | -32.2% | -90.2% | +58.0% | +13.1% |
| All | +26.4% | -89.6% | +116.0% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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