+28.1%
SOFI vs ACWI
+87.8%
-59.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.4% | -2.6% |
| 7D | -2.6% | +2.7% | -5.2% | -8.3% |
| 30D | +2.6% | -2.6% | +5.1% | +9.4% |
| 3M | -12.9% | -3.2% | -9.7% | -5.5% |
| 6M | -1.7% | +1.9% | -3.6% | -4.1% |
| YTD | -40.3% | +11.3% | -51.6% | -52.4% |
| 1Y | -51.5% | +11.7% | -63.1% | -61.2% |
| 3Y | +125.2% | +74.4% | +50.8% | -26.0% |
| 5Y | -31.3% | +59.5% | -90.8% | -69.6% |
| All | +28.1% | +87.8% | -59.6% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling