+15.4%
SOFI vs RIG
+59.7%
-44.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.1% |
| 7D | -4.9% | -3.1% | -1.9% | -4.2% |
| 30D | -3.5% | -0.5% | -2.9% | -3.5% |
| 3M | +3.9% | -6.0% | +9.9% | +4.7% |
| 6M | -6.5% | -10.1% | +3.6% | -6.0% |
| YTD | -33.8% | +37.3% | -71.1% | -41.6% |
| 1Y | -33.3% | +73.9% | -107.2% | -45.5% |
| 3Y | +94.6% | -30.2% | +124.8% | +91.8% |
| All | +15.4% | +59.7% | -44.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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