-32.7%
SOFI vs ABCL
-26.2%
-6.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -4.9% | -3.3% | -1.6% | -3.8% |
| 30D | +8.4% | -7.1% | +15.6% | +10.7% |
| 3M | -16.3% | +4.7% | -21.1% | -19.2% |
| 6M | +0.7% | +140.9% | -140.2% | -32.2% |
| YTD | -41.1% | +236.0% | -277.1% | -66.2% |
| 1Y | -45.7% | +217.4% | -263.1% | -68.1% |
| 3Y | +119.0% | +188.7% | -69.7% | +15.4% |
| All | -32.7% | -26.2% | -6.5% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling