-40.8%
SOFI vs RGEN
+19.5%
-60.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -3.5% | +4.9% | +2.9% |
| 30D | +9.2% | -6.0% | +15.1% | +11.6% |
| 3M | -7.1% | +19.0% | -26.0% | -14.9% |
| 6M | +7.3% | +50.7% | -43.5% | -14.0% |
| YTD | -33.6% | +8.8% | -42.4% | -33.9% |
| 1Y | -40.8% | +21.3% | -62.1% | -47.6% |
| All | -40.8% | +19.5% | -60.4% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling