-29.2%
SOFI vs RACE
+68.9%
-98.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.4% | -3.9% | -2.5% | -3.7% |
| 30D | +6.8% | +6.8% | 0.0% | +2.3% |
| 3M | -9.5% | +1.3% | -10.9% | -10.2% |
| 6M | +0.1% | +26.3% | -26.2% | -15.0% |
| YTD | -37.9% | +13.8% | -51.7% | -44.2% |
| 1Y | -47.4% | -0.5% | -47.0% | -47.9% |
| 3Y | +134.4% | +25.6% | +108.8% | +63.0% |
| 5Y | -29.2% | +67.6% | -96.8% | -63.9% |
| All | -29.2% | +68.9% | -98.1% | -63.9% |
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