-36.2%
SOFI vs AJG
-13.8%
-22.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +1.7% |
| 7D | -3.1% | -3.3% | +0.2% | -3.2% |
| 30D | -3.5% | +1.1% | -4.6% | -3.7% |
| 3M | +6.5% | +16.1% | -9.7% | +3.5% |
| 6M | -0.6% | +22.6% | -23.2% | -4.1% |
| YTD | -32.6% | -1.2% | -31.3% | -35.5% |
| All | -36.2% | -13.8% | -22.5% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling