+47.6%
SOFI vs ADM
+96.7%
-49.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +5.6% | -0.1% | +5.7% | +5.6% |
| 30D | -2.0% | +11.0% | -13.0% | -3.5% |
| 3M | +9.2% | +6.0% | +3.1% | +8.1% |
| 6M | -4.7% | +26.9% | -31.6% | -8.6% |
| YTD | -31.2% | +50.0% | -81.2% | -36.1% |
| 1Y | -30.6% | +39.6% | -70.2% | -34.8% |
| 3Y | +110.6% | +18.5% | +92.1% | +99.5% |
| 5Y | +16.4% | +62.6% | -46.2% | +3.5% |
| All | +47.6% | +96.7% | -49.1% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling