+15.4%
SOFI vs RJF
+104.0%
-88.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -4.9% | -2.7% | -2.2% | -2.5% |
| 30D | -3.5% | -4.3% | +0.8% | +0.3% |
| 3M | +3.9% | +15.7% | -11.8% | -9.6% |
| 6M | -6.5% | +17.8% | -24.3% | -20.6% |
| YTD | -33.8% | +9.2% | -43.0% | -40.1% |
| 1Y | -33.3% | +2.8% | -36.1% | -35.9% |
| 3Y | +94.6% | +69.5% | +25.2% | +22.2% |
| All | +15.4% | +104.0% | -88.7% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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