-32.7%
SOFI vs ACWI
+58.7%
-91.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -0.7% |
| 7D | -4.9% | +2.4% | -7.3% | -10.1% |
| 30D | +8.4% | -1.7% | +10.1% | +13.2% |
| 3M | -16.3% | -3.9% | -12.4% | -7.5% |
| 6M | +0.7% | +0.8% | -0.1% | +0.7% |
| YTD | -41.1% | +11.0% | -52.1% | -52.9% |
| 1Y | -45.7% | +13.1% | -58.8% | -58.2% |
| 3Y | +119.0% | +73.9% | +45.2% | -29.4% |
| All | -32.7% | +58.7% | -91.4% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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