+42.0%
SOFI vs ADP
+71.8%
-29.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -4.9% | -3.4% | -1.6% | -3.0% |
| 30D | -3.5% | -0.4% | -3.1% | -3.3% |
| 3M | +3.9% | +19.7% | -15.8% | -9.0% |
| 6M | -6.5% | +27.9% | -34.5% | -23.1% |
| YTD | -33.8% | +5.9% | -39.8% | -37.3% |
| 1Y | -33.3% | -7.5% | -25.8% | -29.8% |
| 3Y | +94.6% | +15.4% | +79.2% | +73.1% |
| 5Y | +13.3% | +48.4% | -35.1% | -9.2% |
| All | +42.0% | +71.8% | -29.8% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling