+42.0%
SOFI vs TAP
-1.7%
+43.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.8% | -3.7% |
| 7D | -2.9% | -5.1% | +2.2% | -2.4% |
| 30D | -4.4% | -8.4% | +4.1% | -3.7% |
| 3M | +5.2% | -3.9% | +9.1% | +5.4% |
| 6M | -7.8% | -14.4% | +6.6% | -6.5% |
| YTD | -33.8% | -14.7% | -19.1% | -33.1% |
| 1Y | -33.3% | -18.7% | -14.6% | -32.2% |
| 3Y | +102.7% | -32.6% | +135.3% | +109.6% |
| 5Y | +10.5% | -1.4% | +11.9% | +20.6% |
| All | +42.0% | -1.7% | +43.8% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling