+33.4%
SOFI vs USB
+65.7%
-32.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.4% | -0.5% | -5.8% | -5.9% |
| 30D | +6.8% | +5.7% | +1.1% | +2.7% |
| 3M | -9.5% | -4.7% | -4.8% | -6.3% |
| 6M | +0.1% | +13.4% | -13.3% | -9.1% |
| YTD | -37.9% | +17.0% | -54.9% | -44.9% |
| 1Y | -47.4% | +32.4% | -79.8% | -57.5% |
| 3Y | +134.4% | +101.7% | +32.8% | +49.5% |
| 5Y | -29.2% | +24.4% | -53.6% | -45.7% |
| All | +33.4% | +65.7% | -32.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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