+42.0%
SOFI vs RIG
+144.0%
-102.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.6% |
| 7D | -2.9% | -8.2% | +5.3% | -1.0% |
| 30D | -4.4% | -0.2% | -4.2% | -4.4% |
| 3M | +5.2% | -2.7% | +7.9% | +5.1% |
| 6M | -7.8% | -7.5% | -0.3% | -7.9% |
| YTD | -33.8% | +38.3% | -72.1% | -40.5% |
| 1Y | -33.3% | +81.8% | -115.1% | -44.4% |
| 3Y | +102.7% | -30.2% | +132.9% | +99.8% |
| 5Y | +10.5% | +59.9% | -49.5% | -12.9% |
| All | +42.0% | +144.0% | -102.0% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling