+94.6%
SOFI vs RRX
+5.4%
+89.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | -1.2% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.5% | -6.1% | +2.7% | -0.4% |
| 3M | +3.9% | -23.1% | +26.9% | +16.2% |
| 6M | -6.5% | -19.5% | +13.0% | -0.1% |
| YTD | -33.8% | +16.1% | -49.9% | -45.1% |
| 1Y | -33.3% | +12.9% | -46.2% | -44.2% |
| 3Y | +94.6% | +7.9% | +86.7% | +75.4% |
| All | +94.6% | +5.4% | +89.2% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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