+135.9%
SOFI vs ABCL
+206.1%
-70.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | -2.4% | +2.3% | -4.7% | -3.0% |
| 30D | +3.6% | -0.7% | +4.3% | +3.5% |
| 3M | -9.7% | +33.4% | -43.1% | -17.9% |
| 6M | +3.9% | +137.8% | -133.8% | -24.1% |
| YTD | -37.5% | +264.3% | -301.8% | -61.2% |
| 1Y | -46.4% | +209.2% | -255.6% | -64.8% |
| 3Y | +135.9% | +208.4% | -72.5% | +55.5% |
| All | +135.9% | +206.1% | -70.3% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling