+34.2%
SOFI vs ABCL
-68.8%
+103.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | -2.4% | +2.3% | -4.7% | -3.1% |
| 30D | +3.6% | -0.7% | +4.3% | +3.4% |
| 3M | -9.7% | +33.4% | -43.1% | -18.9% |
| 6M | +3.9% | +137.8% | -133.8% | -26.6% |
| YTD | -37.5% | +264.3% | -301.8% | -62.7% |
| 1Y | -46.4% | +209.2% | -255.6% | -66.2% |
| 3Y | +135.9% | +208.4% | -72.5% | +32.7% |
| 5Y | -19.8% | -11.9% | -8.0% | -36.0% |
| All | +34.2% | -68.8% | +103.0% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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