+135.9%
SOFI vs USB
+102.0%
+33.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -1.9% |
| 7D | -2.4% | +1.4% | -3.8% | -3.6% |
| 30D | +3.6% | +6.4% | -2.8% | -2.6% |
| 3M | -9.7% | -4.5% | -5.2% | -5.6% |
| 6M | +3.9% | +11.4% | -7.4% | -7.9% |
| YTD | -37.5% | +17.1% | -54.6% | -47.8% |
| 1Y | -46.4% | +32.6% | -79.0% | -61.1% |
| 3Y | +135.9% | +101.8% | +34.0% | +15.8% |
| All | +135.9% | +102.0% | +33.9% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling