+49.3%
SOFI vs ACM
+40.1%
+9.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | +0.9% | -3.7% | +4.6% | +3.8% |
| 30D | -0.2% | -11.1% | +10.9% | +7.5% |
| 3M | +6.2% | -8.0% | +14.2% | +11.0% |
| 6M | -2.6% | -29.7% | +27.1% | +24.8% |
| YTD | -30.4% | -29.4% | -1.0% | -12.4% |
| 1Y | -28.2% | -46.4% | +18.2% | +13.7% |
| 3Y | +107.3% | -22.3% | +129.6% | +140.1% |
| 5Y | +20.2% | +4.5% | +15.7% | +16.4% |
| All | +49.3% | +40.1% | +9.3% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling