+49.3%
SOFI vs ABCL
-71.4%
+120.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -0.2% | +93.1% | -93.2% | -21.6% |
| 3M | +6.2% | +79.4% | -73.2% | -16.0% |
| 6M | -2.6% | +214.9% | -217.4% | -36.9% |
| YTD | -30.4% | +234.2% | -264.6% | -56.8% |
| 1Y | -28.2% | +174.8% | -203.0% | -53.7% |
| 3Y | +107.3% | +104.5% | +2.8% | +34.9% |
| 5Y | +20.2% | -39.0% | +59.2% | +4.6% |
| All | +49.3% | -71.4% | +120.8% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling