-40.8%
SOFI vs USAR
-49.3%
+8.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.9% | +9.5% | +5.2% |
| 7D | +1.4% | -21.8% | +23.2% | +7.9% |
| 30D | +9.2% | -39.9% | +49.1% | +23.4% |
| 3M | -7.1% | -52.5% | +45.5% | +10.7% |
| 6M | +7.3% | -67.9% | +75.2% | +35.7% |
| YTD | -33.6% | -31.1% | -2.5% | -32.3% |
| 1Y | -40.8% | -49.8% | +9.0% | -34.6% |
| All | -40.8% | -49.3% | +8.5% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling