-31.3%
SOFI vs USB
+24.1%
-55.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.6% |
| 7D | -2.6% | +1.2% | -3.8% | -3.5% |
| 30D | +2.6% | +6.3% | -3.7% | -2.1% |
| 3M | -12.9% | -6.1% | -6.8% | -8.5% |
| 6M | -1.7% | +13.0% | -14.7% | -11.1% |
| YTD | -40.3% | +16.6% | -56.9% | -47.5% |
| 1Y | -51.5% | +31.1% | -82.6% | -61.2% |
| 3Y | +125.2% | +100.9% | +24.3% | +37.3% |
| 5Y | -31.3% | +24.5% | -55.9% | -51.3% |
| All | -31.3% | +24.1% | -55.4% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling