+42.0%
SOFI vs USFR
+20.6%
+21.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.5% |
| 7D | -4.9% | +0.1% | -5.1% | -5.1% |
| 30D | -3.5% | +0.4% | -3.8% | -3.9% |
| 3M | +3.9% | +1.0% | +2.9% | +2.4% |
| 6M | -6.5% | +2.0% | -8.5% | -9.6% |
| YTD | -33.8% | +2.8% | -36.6% | -37.2% |
| 1Y | -33.3% | +4.1% | -37.4% | -38.7% |
| 3Y | +94.6% | +14.1% | +80.5% | +77.7% |
| 5Y | +13.3% | +20.6% | -7.3% | +6.2% |
| All | +42.0% | +20.6% | +21.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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