+102.4%
SOFI vs RBA
+27.1%
+75.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | 0.0% |
| 7D | +5.6% | -1.1% | +6.7% | +6.3% |
| 30D | -2.0% | -13.2% | +11.2% | +6.5% |
| 3M | +9.2% | -21.4% | +30.5% | +23.4% |
| 6M | -4.7% | -20.9% | +16.2% | +7.2% |
| YTD | -31.2% | -19.9% | -11.4% | -23.8% |
| 1Y | -30.6% | -28.7% | -1.9% | -16.7% |
| All | +102.4% | +27.1% | +75.2% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling