+15.4%
SOFI vs RSG
+89.9%
-74.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -4.9% | 0.0% | -5.0% | -4.9% |
| 30D | -3.5% | +4.0% | -7.4% | -4.3% |
| 3M | +3.9% | +7.4% | -3.5% | +1.7% |
| 6M | -6.5% | +0.1% | -6.6% | -6.7% |
| YTD | -33.8% | +6.0% | -39.9% | -35.4% |
| 1Y | -33.3% | -3.0% | -30.3% | -32.7% |
| 3Y | +94.6% | +56.5% | +38.1% | +57.3% |
| All | +15.4% | +89.9% | -74.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling