-9.8%
SOFI vs ALHC
-61.4%
+51.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -0.9% |
| 7D | -4.9% | +0.3% | -5.1% | -5.0% |
| 30D | +8.4% | -10.6% | +19.0% | +11.0% |
| 3M | -16.3% | -45.3% | +29.0% | -5.6% |
| 6M | +0.7% | -59.7% | +60.4% | +18.2% |
| YTD | -41.1% | -62.7% | +21.6% | -30.5% |
| 1Y | -45.7% | -56.1% | +10.4% | -38.8% |
| 3Y | +119.0% | +21.3% | +97.8% | +60.7% |
| 5Y | -32.2% | -66.0% | +33.7% | -39.6% |
| All | -9.8% | -61.4% | +51.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling