+16.4%
SOFI vs RACE
+92.4%
-76.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.5% |
| 7D | +5.6% | -1.0% | +6.7% | +6.5% |
| 30D | -2.0% | -1.5% | -0.5% | -0.9% |
| 3M | +9.2% | +15.5% | -6.3% | -1.2% |
| 6M | -4.7% | +17.3% | -22.0% | -15.2% |
| YTD | -31.2% | +11.1% | -42.3% | -37.3% |
| 1Y | -30.6% | -14.3% | -16.4% | -24.9% |
| 3Y | +110.6% | +40.2% | +70.5% | +27.8% |
| 5Y | +16.4% | +92.6% | -76.1% | -44.7% |
| All | +16.4% | +92.4% | -76.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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