+10.5%
SOFI vs ADP
+43.9%
-33.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.1% |
| 7D | -2.9% | -5.7% | +2.8% | +1.0% |
| 30D | -4.4% | -3.1% | -1.3% | -2.5% |
| 3M | +5.2% | +15.6% | -10.4% | -6.9% |
| 6M | -7.8% | +20.8% | -28.6% | -22.2% |
| YTD | -33.8% | +4.7% | -38.6% | -37.1% |
| 1Y | -33.3% | -8.3% | -25.0% | -28.8% |
| 3Y | +102.7% | +13.6% | +89.1% | +78.2% |
| 5Y | +10.5% | +45.0% | -34.6% | -15.3% |
| All | +10.5% | +43.9% | -33.4% | -15.3% |
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