-28.7%
SOFI vs USFD
+208.2%
-237.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -2.4% | +8.4% | -10.8% | -7.6% |
| 30D | +3.6% | +12.7% | -9.1% | -4.7% |
| 3M | -9.7% | +1.1% | -10.8% | -10.8% |
| 6M | +3.9% | +30.2% | -26.2% | -15.9% |
| YTD | -37.5% | +45.8% | -83.3% | -56.2% |
| 1Y | -46.4% | +51.9% | -98.3% | -63.6% |
| 3Y | +135.9% | +158.5% | -22.6% | +3.3% |
| All | -28.7% | +208.2% | -237.0% | -74.0% |
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