+49.3%
SOFI vs ALB
-11.9%
+61.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.9% | +0.5% |
| 7D | +0.9% | -8.1% | +9.0% | +4.8% |
| 30D | -0.2% | +6.3% | -6.4% | -3.6% |
| 3M | +6.2% | -23.6% | +29.8% | +19.1% |
| 6M | -2.6% | -24.6% | +22.0% | +6.6% |
| YTD | -30.4% | -10.3% | -20.1% | -31.7% |
| 1Y | -28.2% | +61.5% | -89.7% | -49.9% |
| 3Y | +107.3% | -34.0% | +141.3% | +116.9% |
| 5Y | +20.2% | -44.6% | +64.8% | +30.4% |
| All | +49.3% | -11.9% | +61.3% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling