+42.0%
SOFI vs USFD
+191.7%
-149.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.7% | -0.5% |
| 7D | -2.9% | -7.0% | +4.1% | +1.4% |
| 30D | -4.4% | -10.3% | +5.9% | +1.9% |
| 3M | +5.2% | +9.2% | -4.0% | -1.7% |
| 6M | -7.8% | +7.4% | -15.2% | -13.8% |
| YTD | -33.8% | +29.4% | -63.2% | -47.1% |
| 1Y | -33.3% | +24.8% | -58.1% | -45.2% |
| 3Y | +102.7% | +150.0% | -47.3% | +5.5% |
| 5Y | +10.5% | +195.5% | -185.0% | -48.1% |
| All | +42.0% | +191.7% | -149.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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