The issue lies with the vertical axis labels that are included in your image. Since they protrude out to the left, it seems like the sub-caption should shift to the right.
One way to fix this - which is independent of the sub-figure package you may be using, is to insert some space to the right of the images, thereby simulating some axis labels on the right. Alternatively, you can shift the caption to the left by inserting some space at the right of the sub-caption.
Here are some examples:

\documentclass{article}
\usepackage{subcaption,graphicx}
\begin{document}
\begin{figure}
\centering
\subcaptionbox{First}{%
\includegraphics[width=3.5cm,height=3cm]{example-image-a}%
}\qquad
\subcaptionbox{Second}{%
\includegraphics[width=3.5cm,height=3cm]{example-image-b}%
}
\bigskip
\subcaptionbox{First}{%
\includegraphics[width=3.5cm,height=3cm]{example-image-a}\hspace*{2em}%
}\qquad
\subcaptionbox{Second}{%
\hspace*{2em}\includegraphics[width=3.5cm,height=3cm]{example-image-b}%
}
\bigskip
\subcaptionbox{First\hspace*{2em}}{%
\includegraphics[width=3.5cm,height=3cm]{example-image-a}%
}\qquad
\subcaptionbox{\makebox[0pt][l]{Second}}{%
\includegraphics[width=3.5cm,height=3cm]{example-image-b}%
}
\end{figure}
\end{document}
In the above example, (a) and (b) are the controls, while (c) and (d) have spaces set to the right and left of the images, respectively. This enlarges the "images", thereby shifting the caption. (e) shifts the caption to the left as a result of adding space to the right. (f) shifts the caption to the right by setting the caption in a [l]eft-aligned box of lesser (0pt) width.
subfigureis considered obsolete. – Werner Oct 04 '16 at 14:47