-40.3%
SOFI vs USB
+31.9%
-72.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -3.3% | 0.0% | -3.3% | -3.1% |
| 30D | +3.5% | +5.8% | -2.3% | -0.6% |
| 3M | -10.4% | -6.0% | -4.5% | -6.4% |
| 6M | -0.6% | +7.8% | -8.3% | -6.7% |
| YTD | -38.1% | +14.6% | -52.7% | -45.6% |
| 1Y | -40.3% | +31.8% | -72.1% | -55.8% |
| All | -40.3% | +31.9% | -72.3% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling