+49.3%
SOFI vs ADP
+77.8%
-28.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.3% |
| 7D | +0.9% | -3.4% | +4.3% | +3.0% |
| 30D | -0.2% | +2.8% | -3.0% | -1.9% |
| 3M | +6.2% | +20.9% | -14.7% | -7.5% |
| 6M | -2.6% | +29.9% | -32.4% | -20.3% |
| YTD | -30.4% | +9.6% | -40.0% | -35.3% |
| 1Y | -28.2% | -5.3% | -22.9% | -25.4% |
| 3Y | +107.3% | +16.5% | +90.8% | +84.1% |
| 5Y | +20.2% | +49.4% | -29.2% | -5.6% |
| All | +49.3% | +77.8% | -28.5% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling