+94.6%
SOFI vs RNG
+119.8%
-25.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.9% | -6.1% | +1.2% | -3.0% |
| 30D | -3.5% | +9.6% | -13.1% | -6.5% |
| 3M | +3.9% | +83.3% | -79.4% | -17.7% |
| 6M | -6.5% | +77.9% | -84.5% | -26.6% |
| YTD | -33.8% | +139.9% | -173.8% | -56.5% |
| 1Y | -33.3% | +121.7% | -154.9% | -54.4% |
| 3Y | +94.6% | +121.9% | -27.3% | +26.1% |
| All | +94.6% | +119.8% | -25.2% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling