+10.5%
SOFI vs RBA
+39.8%
-29.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.4% |
| 7D | -2.9% | -1.9% | -1.0% | -1.7% |
| 30D | -4.4% | -13.0% | +8.6% | +3.6% |
| 3M | +5.2% | -23.1% | +28.3% | +20.8% |
| 6M | -7.8% | -22.6% | +14.8% | +5.3% |
| YTD | -33.8% | -20.4% | -13.4% | -26.1% |
| 1Y | -33.3% | -29.6% | -3.7% | -19.6% |
| 3Y | +102.7% | +26.6% | +76.1% | +71.8% |
| 5Y | +10.5% | +38.2% | -27.7% | -9.4% |
| All | +10.5% | +39.8% | -29.3% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling