+16.4%
SOFI vs ABCL
-39.9%
+56.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +5.6% | +1.4% | +4.2% | +5.2% |
| 30D | -2.0% | +65.1% | -67.1% | -20.2% |
| 3M | +9.2% | +111.1% | -101.9% | -20.6% |
| 6M | -4.7% | +231.6% | -236.3% | -42.4% |
| YTD | -31.2% | +234.5% | -265.7% | -59.7% |
| 1Y | -30.6% | +174.3% | -205.0% | -57.5% |
| 3Y | +110.6% | +111.5% | -0.8% | +29.4% |
| 5Y | +16.4% | -37.3% | +53.7% | +6.7% |
| All | +16.4% | -39.9% | +56.3% | +6.7% |
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