+42.0%
SOFI vs AGI
+308.1%
-266.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -4.9% | -2.7% | -2.2% | -4.3% |
| 30D | -3.5% | +7.2% | -10.7% | -5.2% |
| 3M | +3.9% | +4.3% | -0.4% | +2.4% |
| 6M | -6.5% | -27.1% | +20.6% | 0.0% |
| YTD | -33.8% | -6.6% | -27.2% | -34.1% |
| 1Y | -33.3% | +9.5% | -42.8% | -36.5% |
| 3Y | +94.6% | +208.4% | -113.8% | +37.9% |
| 5Y | +13.3% | +401.6% | -388.4% | -30.6% |
| All | +42.0% | +308.1% | -266.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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