-32.6%
SOFI vs ALB
+68.9%
-101.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | 0.0% |
| 7D | -7.0% | -7.6% | +0.6% | -5.3% |
| 30D | -4.3% | -5.6% | +1.3% | -3.2% |
| 3M | +8.4% | -16.8% | +25.3% | +12.1% |
| 6M | -5.9% | -26.3% | +20.4% | -2.1% |
| YTD | -34.3% | -13.2% | -21.0% | -35.3% |
| 1Y | -32.6% | +68.8% | -101.4% | -49.2% |
| All | -32.6% | +68.9% | -101.4% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling