+31.5%
SOFI vs ADVB
-97.4%
+128.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.3% |
| 7D | -2.4% | -4.1% | +1.7% | -2.4% |
| 30D | +3.6% | -60.3% | +63.9% | +3.5% |
| 3M | -9.7% | -73.3% | +63.7% | -9.9% |
| 6M | +3.9% | -65.9% | +69.8% | +1.7% |
| YTD | -37.5% | -63.9% | +26.4% | -39.5% |
| 1Y | -46.4% | -74.1% | +27.7% | -47.1% |
| All | +31.5% | -97.4% | +128.8% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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