-40.8%
SOFI vs RNG
+179.4%
-220.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.9% | +3.7% |
| 7D | +1.4% | -9.6% | +11.0% | +2.7% |
| 30D | +9.2% | -1.4% | +10.6% | +9.2% |
| 3M | -7.1% | +28.8% | -35.8% | -9.8% |
| 6M | +7.3% | +65.6% | -58.3% | +0.8% |
| YTD | -33.6% | +171.4% | -205.0% | -40.9% |
| 1Y | -40.8% | +185.3% | -226.1% | -52.1% |
| All | -40.8% | +179.4% | -220.2% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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