-40.8%
SOFI vs RBA
-2.0%
-38.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.6% | +2.8% |
| 7D | +1.4% | +12.7% | -11.3% | -3.5% |
| 30D | +9.2% | +15.5% | -6.4% | +2.6% |
| 3M | -7.1% | -14.0% | +7.0% | -0.8% |
| 6M | +7.3% | -8.8% | +16.1% | +9.1% |
| YTD | -33.6% | -6.9% | -26.7% | -35.7% |
| 1Y | -40.8% | -3.0% | -37.8% | -45.4% |
| All | -40.8% | -2.0% | -38.8% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling