+15.4%
SOFI vs RTX
+162.7%
-147.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.8% |
| 7D | -4.9% | -1.5% | -3.4% | -4.2% |
| 30D | -3.5% | -11.0% | +7.5% | +2.2% |
| 3M | +3.9% | +7.7% | -3.8% | -1.0% |
| 6M | -6.5% | -3.9% | -2.6% | -5.4% |
| YTD | -33.8% | +9.0% | -42.8% | -38.0% |
| 1Y | -33.3% | +27.3% | -60.5% | -42.9% |
| 3Y | +94.6% | +172.9% | -78.3% | +8.4% |
| All | +15.4% | +162.7% | -147.3% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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