+42.0%
SOFI vs RCAT
+165.3%
-123.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -4.9% | -4.9% | 0.0% | -4.4% |
| 30D | -3.5% | -22.9% | +19.4% | -0.7% |
| 3M | +3.9% | -33.7% | +37.6% | +8.1% |
| 6M | -6.5% | -50.7% | +44.2% | -0.9% |
| YTD | -33.8% | +0.4% | -34.2% | -35.2% |
| 1Y | -33.3% | -27.6% | -5.6% | -33.2% |
| 3Y | +94.6% | +753.2% | -658.6% | +56.2% |
| 5Y | +13.3% | +183.3% | -170.0% | -7.2% |
| All | +42.0% | +165.3% | -123.4% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling