-32.6%
SOFI vs RBA
-30.1%
-2.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -7.0% | -3.3% | -3.7% | -5.7% |
| 30D | -4.3% | -9.8% | +5.5% | 0.0% |
| 3M | +8.4% | -23.5% | +31.9% | +19.1% |
| 6M | -5.9% | -21.5% | +15.6% | +1.8% |
| YTD | -34.3% | -21.2% | -13.1% | -29.3% |
| 1Y | -32.6% | -30.2% | -2.4% | -27.8% |
| All | -32.6% | -30.1% | -2.4% | -27.8% |
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