+30.7%
SOFI vs ADVB
-97.1%
+127.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.0% | -10.6% | -0.7% |
| 7D | -6.4% | +10.5% | -16.9% | -6.4% |
| 30D | +6.8% | -56.0% | +62.8% | +6.7% |
| 3M | -9.5% | -70.1% | +60.6% | -9.8% |
| 6M | +0.1% | -53.7% | +53.8% | -2.6% |
| YTD | -37.9% | -60.3% | +22.4% | -39.9% |
| 1Y | -47.4% | -73.1% | +25.7% | -48.0% |
| All | +30.7% | -97.1% | +127.8% | +75.2% |
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