+44.7%
SOFI vs ADVB
-88.8%
+133.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -1.2% |
| 7D | +5.6% | -14.0% | +19.6% | +5.6% |
| 30D | -2.0% | +41.0% | -43.0% | -2.0% |
| 3M | +9.2% | +127.9% | -118.8% | +6.0% |
| 6M | -4.7% | +101.3% | -106.1% | -8.9% |
| YTD | -31.2% | +53.8% | -85.0% | -33.3% |
| 1Y | -30.6% | +4.4% | -35.0% | -32.8% |
| All | +44.7% | -88.8% | +133.4% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling