+47.6%
SOFI vs ADI
+169.4%
-121.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.4% |
| 7D | +5.6% | +2.4% | +3.2% | +3.5% |
| 30D | -2.0% | -6.6% | +4.6% | +3.7% |
| 3M | +9.2% | -9.8% | +19.0% | +16.8% |
| 6M | -4.7% | +15.7% | -20.4% | -21.0% |
| YTD | -31.2% | +35.1% | -66.3% | -51.7% |
| 1Y | -30.6% | +47.7% | -78.3% | -55.3% |
| 3Y | +110.6% | +114.5% | -3.8% | -13.0% |
| 5Y | +16.4% | +141.2% | -124.8% | -57.5% |
| All | +47.6% | +169.4% | -121.8% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling