+42.0%
SOFI vs USFR
+20.5%
+21.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | -4.4% | +0.3% | -4.6% | -4.7% |
| 3M | +5.2% | +1.0% | +4.2% | +3.8% |
| 6M | -7.8% | +1.9% | -9.7% | -10.7% |
| YTD | -33.8% | +2.7% | -36.5% | -37.1% |
| 1Y | -33.3% | +4.0% | -37.3% | -38.6% |
| 3Y | +102.7% | +14.0% | +88.7% | +85.4% |
| 5Y | +10.5% | +20.4% | -10.0% | +4.4% |
| All | +42.0% | +20.5% | +21.6% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling