+41.1%
SOFI vs ACGL
+179.9%
-138.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -7.0% | -3.6% | -3.4% | -6.5% |
| 30D | -4.3% | -2.1% | -2.2% | -4.0% |
| 3M | +8.4% | +5.4% | +3.1% | +7.3% |
| 6M | -5.9% | 0.0% | -5.9% | -6.1% |
| YTD | -34.3% | +0.3% | -34.6% | -34.6% |
| 1Y | -32.6% | +6.2% | -38.7% | -33.7% |
| 3Y | +101.3% | +30.9% | +70.3% | +90.7% |
| 5Y | +12.6% | +159.8% | -147.2% | -1.4% |
| All | +41.1% | +179.9% | -138.8% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling