-32.7%
SOFI vs ACM
+1.1%
-33.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.8% |
| 7D | -4.9% | +5.6% | -10.5% | -9.0% |
| 30D | +8.4% | +20.8% | -12.4% | -6.7% |
| 3M | -16.3% | +11.4% | -27.7% | -24.1% |
| 6M | +0.7% | +0.9% | -0.2% | -2.8% |
| YTD | -41.1% | -24.8% | -16.3% | -27.9% |
| 1Y | -45.7% | -46.4% | +0.8% | -7.3% |
| 3Y | +119.0% | -9.2% | +128.3% | +115.4% |
| All | -32.7% | +1.1% | -33.8% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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