+42.0%
SOFI vs ABT
+3.8%
+38.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | -4.9% | -5.9% | +0.9% | -2.3% |
| 30D | -3.5% | -8.1% | +4.6% | +0.3% |
| 3M | +3.9% | +14.5% | -10.6% | -3.9% |
| 6M | -6.5% | -6.3% | -0.2% | -4.1% |
| YTD | -33.8% | -17.1% | -16.7% | -28.0% |
| 1Y | -33.3% | -21.4% | -11.9% | -25.5% |
| 3Y | +94.6% | +5.9% | +88.7% | +71.8% |
| 5Y | +13.3% | -12.8% | +26.0% | +13.3% |
| All | +42.0% | +3.8% | +38.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling