+47.6%
SOFI vs ABT
+7.4%
+40.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | 0.0% |
| 7D | +5.6% | -3.1% | +8.8% | +7.2% |
| 30D | -2.0% | -2.1% | +0.1% | -1.1% |
| 3M | +9.2% | +17.4% | -8.3% | -0.1% |
| 6M | -4.7% | -2.4% | -2.3% | -4.1% |
| YTD | -31.2% | -14.2% | -17.0% | -26.3% |
| 1Y | -30.6% | -18.3% | -12.3% | -23.9% |
| 3Y | +110.6% | +11.5% | +99.1% | +80.7% |
| 5Y | +16.4% | -9.9% | +26.3% | +14.7% |
| All | +47.6% | +7.4% | +40.2% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling