-19.8%
SOFI vs ACGL
+173.1%
-193.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -2.4% | +1.3% | -3.6% | -2.6% |
| 30D | +3.6% | +14.2% | -10.6% | +0.7% |
| 3M | -9.7% | +11.1% | -20.7% | -11.7% |
| 6M | +3.9% | +16.4% | -12.4% | +0.1% |
| YTD | -37.5% | +13.8% | -51.3% | -39.6% |
| 1Y | -46.4% | +21.6% | -67.9% | -49.2% |
| 3Y | +135.9% | +33.5% | +102.3% | +117.6% |
| 5Y | -19.8% | +174.8% | -194.7% | -46.2% |
| All | -19.8% | +173.1% | -193.0% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling