+132.5%
SOFI vs USFD
+159.6%
-27.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -2.4% | +8.4% | -10.8% | -6.3% |
| 30D | +3.6% | +12.7% | -9.1% | -2.7% |
| 3M | -9.7% | +1.1% | -10.8% | -10.4% |
| 6M | +3.9% | +30.2% | -26.2% | -12.0% |
| YTD | -37.5% | +45.8% | -83.3% | -54.8% |
| 1Y | -46.4% | +51.9% | -98.3% | -62.6% |
| All | +132.5% | +159.6% | -27.0% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling