+33.4%
SOFI vs USFD
+228.5%
-195.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.4% | -0.2% | -6.2% | -6.2% |
| 30D | +6.8% | +12.3% | -5.5% | -0.5% |
| 3M | -9.5% | -0.7% | -8.8% | -9.5% |
| 6M | +0.1% | +31.3% | -31.2% | -17.0% |
| YTD | -37.9% | +45.7% | -83.6% | -53.9% |
| 1Y | -47.4% | +52.1% | -99.6% | -62.1% |
| 3Y | +134.4% | +158.2% | -23.8% | +19.9% |
| 5Y | -29.2% | +213.8% | -242.9% | -68.4% |
| All | +33.4% | +228.5% | -195.1% | -30.5% |
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