+10.5%
SOFI vs ALC
-17.4%
+27.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.0% |
| 7D | -2.9% | -5.3% | +2.4% | +1.4% |
| 30D | -4.4% | -7.1% | +2.7% | +1.3% |
| 3M | +5.2% | +0.8% | +4.4% | +3.3% |
| 6M | -7.8% | -16.0% | +8.2% | +4.6% |
| YTD | -33.8% | -12.7% | -21.1% | -28.1% |
| 1Y | -33.3% | -12.8% | -20.4% | -28.1% |
| 3Y | +102.7% | -15.8% | +118.5% | +117.4% |
| 5Y | +10.5% | -16.7% | +27.1% | +26.7% |
| All | +10.5% | -17.4% | +27.9% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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