+42.0%
SOFI vs ADM
+101.9%
-59.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -4.9% | +2.5% | -7.4% | -5.2% |
| 30D | -3.5% | +9.5% | -12.9% | -4.7% |
| 3M | +3.9% | +10.6% | -6.7% | +2.4% |
| 6M | -6.5% | +24.0% | -30.6% | -9.9% |
| YTD | -33.8% | +54.0% | -87.8% | -38.7% |
| 1Y | -33.3% | +45.3% | -78.6% | -37.7% |
| 3Y | +94.6% | +21.8% | +72.9% | +83.7% |
| 5Y | +13.3% | +66.8% | -53.5% | +0.4% |
| All | +42.0% | +101.9% | -59.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling