+41.1%
SOFI vs ABCL
-73.8%
+114.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +1.0% |
| 7D | -7.0% | -9.6% | +2.6% | -4.1% |
| 30D | -4.3% | +7.2% | -11.5% | -6.8% |
| 3M | +8.4% | +105.5% | -97.1% | -18.1% |
| 6M | -5.9% | +193.0% | -198.9% | -37.7% |
| YTD | -34.3% | +205.8% | -240.1% | -58.1% |
| 1Y | -32.6% | +144.4% | -177.0% | -54.8% |
| 3Y | +101.3% | +93.3% | +7.9% | +33.2% |
| 5Y | +12.6% | -44.9% | +57.5% | +0.9% |
| All | +41.1% | -73.8% | +114.9% | +54.6% |
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