-32.7%
SOFI vs ALB
-64.0%
+31.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -0.7% |
| 7D | -4.9% | -5.8% | +0.9% | -2.3% |
| 30D | +8.4% | -4.5% | +13.0% | +10.7% |
| 3M | -16.3% | -28.1% | +11.7% | -3.7% |
| 6M | +0.7% | -53.2% | +53.9% | +39.8% |
| YTD | -41.1% | -33.3% | -7.8% | -34.2% |
| 1Y | -45.7% | -17.4% | -28.3% | -46.1% |
| 3Y | +119.0% | -14.1% | +133.2% | +87.5% |
| All | -32.7% | -64.0% | +31.2% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling