+94.6%
SOFI vs USFR
+14.1%
+80.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.4% |
| 7D | -4.9% | +0.1% | -5.1% | -5.3% |
| 30D | -3.5% | +0.4% | -3.8% | -4.3% |
| 3M | +3.9% | +1.0% | +2.9% | +1.3% |
| 6M | -6.5% | +2.0% | -8.5% | -12.0% |
| YTD | -33.8% | +2.8% | -36.6% | -39.9% |
| 1Y | -33.3% | +4.1% | -37.4% | -43.0% |
| 3Y | +94.6% | +14.1% | +80.5% | +82.4% |
| All | +94.6% | +14.1% | +80.5% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling