-40.8%
SOFI vs ACN
+10.1%
-50.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +3.4% |
| 7D | +1.4% | +8.6% | -7.2% | +0.9% |
| 30D | +9.2% | +36.6% | -27.4% | +6.5% |
| 3M | -7.1% | +56.3% | -63.4% | -10.4% |
| 6M | +7.3% | +49.7% | -42.4% | +5.6% |
| YTD | -33.6% | +1.3% | -34.9% | -30.3% |
| 1Y | -40.8% | +11.9% | -52.8% | -39.6% |
| All | -40.8% | +10.1% | -50.9% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling