+94.7%
SOFI vs ALB
-29.2%
+124.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -2.7% |
| 7D | -2.9% | -8.6% | +5.7% | +0.4% |
| 30D | -4.4% | -4.0% | -0.3% | -3.2% |
| 3M | +5.2% | -17.4% | +22.6% | +12.1% |
| 6M | -7.8% | -25.4% | +17.6% | -0.1% |
| YTD | -33.8% | -10.5% | -23.3% | -34.8% |
| 1Y | -33.3% | +75.8% | -109.1% | -52.7% |
| All | +94.7% | -29.2% | +124.0% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling