+42.0%
SOFI vs AGG
-3.2%
+45.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.8% |
| 7D | -4.9% | -1.1% | -3.9% | -3.1% |
| 30D | -3.5% | -1.1% | -2.3% | -1.3% |
| 3M | +3.9% | -1.9% | +5.8% | +8.0% |
| 6M | -6.5% | -1.7% | -4.8% | -2.8% |
| YTD | -33.8% | -1.3% | -32.5% | -31.8% |
| 1Y | -33.3% | -0.7% | -32.5% | -31.8% |
| 3Y | +94.6% | +12.5% | +82.1% | +57.7% |
| 5Y | +13.3% | -2.5% | +15.8% | +8.3% |
| All | +42.0% | -3.2% | +45.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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