-28.2%
SOFI vs ADP
-4.5%
-23.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.5% |
| 7D | +0.9% | -3.4% | +4.3% | +1.0% |
| 30D | -0.2% | +2.8% | -3.0% | -0.2% |
| 3M | +6.2% | +20.9% | -14.7% | +3.9% |
| 6M | -2.6% | +29.9% | -32.4% | -3.2% |
| YTD | -30.4% | +9.6% | -40.0% | -27.3% |
| 1Y | -28.2% | -5.3% | -22.9% | -19.2% |
| All | -28.2% | -4.5% | -23.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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