+41.1%
SOFI vs RSG
+146.8%
-105.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -7.0% | -1.8% | -5.2% | -6.7% |
| 30D | -4.3% | +2.8% | -7.1% | -4.8% |
| 3M | +8.4% | +4.3% | +4.1% | +7.2% |
| 6M | -5.9% | -0.5% | -5.4% | -6.0% |
| YTD | -34.3% | +5.2% | -39.5% | -35.4% |
| 1Y | -32.6% | -2.1% | -30.4% | -32.4% |
| 3Y | +101.3% | +56.5% | +44.8% | +71.5% |
| 5Y | +12.6% | +89.5% | -76.9% | -7.1% |
| All | +41.1% | +146.8% | -105.7% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling