+12.6%
SOFI vs ADI
+131.6%
-119.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | +0.1% |
| 7D | -7.0% | +1.3% | -8.4% | -8.1% |
| 30D | -4.3% | -6.0% | +1.7% | +0.6% |
| 3M | +8.4% | -7.7% | +16.2% | +13.6% |
| 6M | -5.9% | +14.0% | -19.9% | -20.5% |
| YTD | -34.3% | +34.4% | -68.7% | -53.2% |
| 1Y | -32.6% | +48.0% | -80.5% | -56.1% |
| 3Y | +101.3% | +113.3% | -12.0% | -14.8% |
| 5Y | +12.6% | +131.1% | -118.5% | -54.2% |
| All | +12.6% | +131.6% | -119.0% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling