-40.8%
SOFI vs RL
+34.3%
-75.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.5% | -0.8% | +1.7% |
| 7D | +1.4% | +5.8% | -4.4% | -1.0% |
| 30D | +9.2% | +12.7% | -3.6% | +3.9% |
| 3M | -7.1% | +9.3% | -16.4% | -10.8% |
| 6M | +7.3% | +16.9% | -9.6% | -0.6% |
| YTD | -33.6% | +17.5% | -51.1% | -39.8% |
| 1Y | -40.8% | +34.6% | -75.5% | -57.3% |
| All | -40.8% | +34.3% | -75.2% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling