+42.0%
SOFI vs AJG
+106.8%
-64.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +1.1% |
| 7D | -4.9% | -8.3% | +3.3% | -1.7% |
| 30D | -3.5% | -5.7% | +2.2% | -1.5% |
| 3M | +3.9% | +9.1% | -5.2% | -1.6% |
| 6M | -6.5% | +15.2% | -21.7% | -13.9% |
| YTD | -33.8% | -6.3% | -27.5% | -33.4% |
| 1Y | -33.3% | -19.1% | -14.2% | -28.0% |
| 3Y | +94.6% | +8.2% | +86.4% | +65.3% |
| 5Y | +13.3% | +75.6% | -62.4% | -35.6% |
| All | +42.0% | +106.8% | -64.9% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling