-32.7%
SOFI vs RBA
+45.7%
-78.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.9% |
| 7D | -4.9% | +1.7% | -6.6% | -5.8% |
| 30D | +8.4% | +8.3% | +0.1% | +3.1% |
| 3M | -16.3% | +10.5% | -26.9% | -21.8% |
| 6M | +0.7% | -5.9% | +6.6% | +2.1% |
| YTD | -41.1% | -6.9% | -34.2% | -40.4% |
| 1Y | -45.7% | -4.9% | -40.8% | -45.8% |
| 3Y | +119.0% | +64.5% | +54.6% | +55.9% |
| All | -32.7% | +45.7% | -78.5% | -41.5% |
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