+32.9%
SOFI vs USB
+62.3%
-29.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -3.3% | 0.0% | -3.3% | -3.2% |
| 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% | -6.2% |
| YTD | -38.1% | +14.6% | -52.7% | -44.2% |
| 1Y | -40.3% | +31.8% | -72.1% | -51.5% |
| 3Y | +116.4% | +91.5% | +24.9% | +42.6% |
| 5Y | -28.2% | +22.0% | -50.2% | -44.1% |
| All | +32.9% | +62.3% | -29.4% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling