-33.3%
SOFI vs ABCL
+164.4%
-197.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -3.0% |
| 7D | -2.9% | -2.7% | -0.1% | -2.2% |
| 30D | -4.4% | +18.3% | -22.7% | -7.8% |
| 3M | +5.2% | +108.5% | -103.3% | -13.6% |
| 6M | -7.8% | +213.9% | -221.7% | -31.8% |
| YTD | -33.8% | +223.1% | -256.9% | -52.2% |
| 1Y | -33.3% | +160.6% | -193.9% | -46.0% |
| All | -33.3% | +164.4% | -197.6% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling