+110.6%
SOFI vs ACGL
+29.4%
+81.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.9% |
| 7D | +5.6% | -2.9% | +8.6% | +6.0% |
| 30D | -2.0% | -2.8% | +0.8% | -1.8% |
| 3M | +9.2% | +6.8% | +2.3% | +7.9% |
| 6M | -4.7% | -1.5% | -3.2% | -4.6% |
| YTD | -31.2% | -0.2% | -31.0% | -31.5% |
| 1Y | -30.6% | +5.3% | -35.9% | -31.6% |
| 3Y | +110.6% | +30.3% | +80.4% | +100.0% |
| All | +110.6% | +29.4% | +81.3% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling