+119.0%
SOFI vs ADP
+46.4%
+72.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -4.9% | +2.2% | -7.0% | -5.6% |
| 30D | +8.4% | +10.6% | -2.1% | +3.7% |
| 3M | -16.3% | +12.9% | -29.3% | -20.8% |
| 6M | +0.7% | +50.6% | -49.9% | -19.5% |
| YTD | -41.1% | +23.2% | -64.3% | -44.9% |
| 1Y | -45.7% | +25.3% | -70.9% | -50.2% |
| 3Y | +119.0% | +47.1% | +71.9% | +79.4% |
| All | +119.0% | +46.4% | +72.6% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling