+42.0%
SOFI vs AIG
+126.2%
-84.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.2% | -4.0% |
| 7D | -2.9% | -1.4% | -1.4% | -2.1% |
| 30D | -4.4% | -3.3% | -1.0% | -2.7% |
| 3M | +5.2% | +2.2% | +3.0% | +3.4% |
| 6M | -7.8% | -2.1% | -5.6% | -7.5% |
| YTD | -33.8% | -11.2% | -22.6% | -30.0% |
| 1Y | -33.3% | -2.1% | -31.2% | -33.9% |
| 3Y | +102.7% | +34.4% | +68.3% | +65.8% |
| 5Y | +10.5% | +53.7% | -43.3% | -16.1% |
| All | +42.0% | +126.2% | -84.1% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling