+16.4%
SOFI vs USFD
+214.9%
-198.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.5% |
| 7D | +5.6% | -3.3% | +9.0% | +8.0% |
| 30D | -2.0% | -5.3% | +3.3% | +1.5% |
| 3M | +9.2% | +18.8% | -9.6% | -4.6% |
| 6M | -4.7% | +14.3% | -19.0% | -15.3% |
| YTD | -31.2% | +36.9% | -68.1% | -48.8% |
| 1Y | -30.6% | +31.7% | -62.3% | -46.6% |
| 3Y | +110.6% | +164.5% | -53.8% | -6.2% |
| 5Y | +16.4% | +212.6% | -196.2% | -58.8% |
| All | +16.4% | +214.9% | -198.5% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling