-32.7%
SOFI vs ADP
+49.5%
-82.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.8% |
| 7D | -4.9% | +2.2% | -7.0% | -6.2% |
| 30D | +8.4% | +10.6% | -2.1% | +0.7% |
| 3M | -16.3% | +12.9% | -29.3% | -23.7% |
| 6M | +0.7% | +50.6% | -49.9% | -27.6% |
| YTD | -41.1% | +23.2% | -64.3% | -50.4% |
| 1Y | -45.7% | +25.3% | -70.9% | -55.1% |
| 3Y | +119.0% | +47.1% | +71.9% | +55.3% |
| All | -32.7% | +49.5% | -82.2% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling