+42.0%
SOFI vs ACN
-22.7%
+64.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.7% | -1.2% |
| 7D | -4.9% | -1.5% | -3.4% | -4.2% |
| 30D | -3.5% | +2.1% | -5.5% | -4.7% |
| 3M | +3.9% | +11.1% | -7.2% | -5.4% |
| 6M | -6.5% | -6.8% | +0.3% | -5.1% |
| YTD | -33.8% | -30.0% | -3.8% | -19.0% |
| 1Y | -33.3% | -23.1% | -10.2% | -24.7% |
| 3Y | +94.6% | -40.4% | +135.0% | +158.0% |
| 5Y | +13.3% | -41.6% | +54.8% | +50.1% |
| All | +42.0% | -22.7% | +64.7% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling