+42.0%
SOFI vs RNG
-81.7%
+123.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.4% |
| 7D | -2.9% | -4.1% | +1.2% | -1.2% |
| 30D | -4.4% | +8.6% | -13.0% | -8.0% |
| 3M | +5.2% | +78.0% | -72.7% | -20.9% |
| 6M | -7.8% | +67.0% | -74.8% | -30.4% |
| YTD | -33.8% | +142.4% | -176.2% | -60.6% |
| 1Y | -33.3% | +120.4% | -153.7% | -58.4% |
| 3Y | +102.7% | +122.1% | -19.4% | +19.0% |
| 5Y | +10.5% | -69.8% | +80.3% | +54.4% |
| All | +42.0% | -81.7% | +123.8% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling