+42.0%
SOFI vs RGEN
-14.3%
+56.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -4.9% | -1.4% | -3.5% | -4.2% |
| 30D | -3.5% | -0.3% | -3.1% | -3.3% |
| 3M | +3.9% | +23.9% | -20.0% | -7.8% |
| 6M | -6.5% | +38.5% | -45.1% | -22.4% |
| YTD | -33.8% | +0.8% | -34.6% | -35.5% |
| 1Y | -33.3% | +38.2% | -71.5% | -45.6% |
| 3Y | +94.6% | +1.3% | +93.3% | +73.9% |
| 5Y | +13.3% | -44.0% | +57.3% | +32.5% |
| All | +42.0% | -14.3% | +56.2% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling