-32.7%
SOFI vs TAP
+0.6%
-33.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.6% | -1.9% |
| 7D | -4.9% | +1.3% | -6.1% | -5.1% |
| 30D | +8.4% | +5.7% | +2.7% | +7.2% |
| 3M | -16.3% | -1.9% | -14.4% | -16.2% |
| 6M | +0.7% | +0.9% | -0.2% | -0.2% |
| YTD | -41.1% | -9.5% | -31.6% | -40.6% |
| 1Y | -45.7% | -9.0% | -36.7% | -45.4% |
| 3Y | +119.0% | -22.2% | +141.3% | +128.9% |
| All | -32.7% | +0.6% | -33.4% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling