-40.8%
SOFI vs ACGL
+28.7%
-69.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +1.0% | +4.2% |
| 7D | +1.4% | +8.0% | -6.6% | +3.1% |
| 30D | +9.2% | +17.3% | -8.1% | +12.7% |
| 3M | -7.1% | +11.2% | -18.3% | -5.0% |
| 6M | +7.3% | +18.2% | -10.9% | +11.4% |
| YTD | -33.6% | +15.4% | -49.0% | -31.7% |
| 1Y | -40.8% | +26.5% | -67.4% | -38.2% |
| All | -40.8% | +28.7% | -69.5% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling