+47.6%
SOFI vs ACWI
+93.3%
-45.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.1% |
| 7D | +5.6% | +1.1% | +4.6% | +3.2% |
| 30D | -2.0% | -0.2% | -1.8% | -1.2% |
| 3M | +9.2% | +4.7% | +4.5% | -0.5% |
| 6M | -4.7% | +14.5% | -19.2% | -28.9% |
| YTD | -31.2% | +14.6% | -45.8% | -48.8% |
| 1Y | -30.6% | +21.4% | -52.1% | -53.8% |
| 3Y | +110.6% | +77.6% | +33.0% | -33.4% |
| 5Y | +16.4% | +68.1% | -51.7% | -53.7% |
| All | +47.6% | +93.3% | -45.6% | -55.5% |
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 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