+28.1%
SOFI vs ALC
+11.0%
+17.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.3% |
| 7D | -2.6% | -6.2% | +3.6% | +2.4% |
| 30D | +2.6% | +14.0% | -11.5% | -8.0% |
| 3M | -12.9% | -2.4% | -10.5% | -11.7% |
| 6M | -1.7% | +12.6% | -14.3% | -12.6% |
| YTD | -40.3% | -8.4% | -31.9% | -38.0% |
| 1Y | -51.5% | -9.1% | -42.3% | -49.3% |
| 3Y | +125.2% | -0.3% | +125.5% | +104.6% |
| 5Y | -31.3% | -9.9% | -21.4% | -30.0% |
| All | +28.1% | +11.0% | +17.1% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling