+94.6%
SOFI vs AFL
+63.5%
+31.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -4.9% | -1.6% | -3.3% | -4.4% |
| 30D | -3.5% | -4.0% | +0.6% | -2.2% |
| 3M | +3.9% | -0.5% | +4.4% | +3.4% |
| 6M | -6.5% | +6.5% | -13.1% | -10.4% |
| YTD | -33.8% | +6.2% | -40.0% | -36.9% |
| 1Y | -33.3% | +8.3% | -41.6% | -37.5% |
| 3Y | +94.6% | +62.5% | +32.1% | +28.9% |
| All | +94.6% | +63.5% | +31.1% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling