+12.6%
SOFI vs RCAT
+177.7%
-165.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -7.0% | -5.4% | -1.6% | -6.3% |
| 30D | -4.3% | -24.2% | +19.9% | -0.4% |
| 3M | +8.4% | -25.8% | +34.3% | +12.4% |
| 6M | -5.9% | -44.9% | +39.0% | -0.1% |
| YTD | -34.3% | +1.9% | -36.2% | -36.4% |
| 1Y | -32.6% | -5.2% | -27.4% | -35.2% |
| 3Y | +101.3% | +759.6% | -658.3% | +44.2% |
| 5Y | +12.6% | +187.5% | -175.0% | -16.5% |
| All | +12.6% | +177.7% | -165.1% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling