-40.8%
SOFI vs ADI
+76.5%
-117.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.9% | +4.7% |
| 7D | +1.4% | -5.1% | +6.5% | +3.2% |
| 30D | +9.2% | -3.1% | +12.2% | +10.4% |
| 3M | -7.1% | +7.1% | -14.2% | -8.9% |
| 6M | +7.3% | +2.9% | +4.4% | +3.6% |
| YTD | -33.6% | +51.1% | -84.7% | -51.6% |
| 1Y | -40.8% | +79.3% | -120.1% | -67.1% |
| All | -40.8% | +76.5% | -117.3% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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