+90.0%
SOFI vs USAR
+74.5%
+15.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | +5.6% | +2.3% | +3.3% | +5.4% |
| 30D | -2.0% | -8.6% | +6.6% | -1.3% |
| 3M | +9.2% | -20.5% | +29.6% | +10.6% |
| 6M | -4.7% | +1.2% | -5.9% | -5.3% |
| YTD | -31.2% | +48.4% | -79.6% | -33.1% |
| 1Y | -30.6% | +30.6% | -61.2% | -31.8% |
| 3Y | +110.6% | +73.6% | +37.0% | +127.2% |
| All | +90.0% | +74.5% | +15.5% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling