Stock vs. Benchmark Comparison
Data updated: 2025-09-26 08:58 UTC
SoFi (SOFI)
标普500 (SPY)
📈 Cumulative Return
259.13%
vs Benchmark 16.58%
📊 Volatility (Ann.)
61.5%
Benchmark 19.4%
⚠️ Alert: Stock volatility exceeds benchmark by over 15%. Monitor risk.
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Disclaimer: This analysis is based on historical data and does not constitute investment advice. Securities markets involve risk; invest cautiously. Data updated T+0.
Ann. Excess Return
316.07%
Beta
2.22
Ann. Alpha
196.88%
Information Ratio
6.35
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 129.64%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 196.88%.
- A high Beta value (2.22) indicates the stock is more sensitive to market changes and has higher volatility.
- The stock's volatility is significantly higher than the benchmark, indicating higher risk.
- A high Information Ratio (6.35) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
SOFI
SPY
Excess/Diff.
Total Return
259.13%
16.58%
242.55%
Annualized Return
334.92%
18.85%
316.07%
Risk Metrics
Metric
SOFI
SPY
Ratio/Diff.
Annualized Volatility
61.47%
19.45%
3.16x
Max Drawdown
47.31%
18.76%
2.52x
Sharpe Ratio
5.40
0.81
4.58
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.22
Higher than market
High Volatility
Annualized Alpha
196.88%
Positive Alpha
Good
Information Ratio
6.35
High IR
Excellent
Correlation Coeff.
0.70
Moderately Correlated
Clear Link
R-Squared
49.41%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
285.30%
Outperforms in up markets
Down Capture Ratio
168.28%
Falls more than market