+9.3%
SOFI vs RGTI
+54.2%
-44.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -4.9% | +0.5% | -5.4% | -5.0% |
| 30D | -3.5% | -17.1% | +13.6% | -0.6% |
| 3M | +3.9% | -26.0% | +29.9% | +8.4% |
| 6M | -6.5% | -9.9% | +3.3% | -7.0% |
| YTD | -33.8% | -31.1% | -2.8% | -31.9% |
| 1Y | -33.3% | -8.5% | -24.8% | -35.8% |
| 3Y | +94.6% | +652.2% | -557.6% | +0.6% |
| 5Y | +13.3% | +56.8% | -43.5% | -23.5% |
| All | +9.3% | +54.2% | -44.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 all: compounded portfolio wealth divided by compounded RGTI 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…
all analysis · Full analysis span regression · 6 months rolling