+15.4%
SOFI vs AIG
+53.2%
-37.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -4.9% | -1.2% | -3.8% | -4.3% |
| 30D | -3.5% | -1.1% | -2.4% | -2.9% |
| 3M | +3.9% | +0.7% | +3.2% | +2.8% |
| 6M | -6.5% | -2.2% | -4.4% | -6.2% |
| YTD | -33.8% | -10.8% | -23.0% | -29.8% |
| 1Y | -33.3% | -2.0% | -31.3% | -34.1% |
| 3Y | +94.6% | +34.8% | +59.8% | +52.7% |
| All | +15.4% | +53.2% | -37.8% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 5y: compounded portfolio wealth divided by compounded AIG 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…
5y analysis · Full analysis span regression · 6 months rolling