-5.9%
SOFI vs RMBS
-3.4%
-2.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | -7.0% | +1.2% | -8.2% | -7.2% |
| 30D | -4.3% | -11.5% | +7.2% | -2.3% |
| 3M | +8.4% | -38.2% | +46.6% | +13.8% |
| 6M | -5.9% | -4.8% | -1.2% | -15.2% |
| All | -5.9% | -3.4% | -2.5% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2026-03-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2026-03-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling