-33.3%
SOFI vs RUN
-47.1%
+13.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.9% |
| 7D | -4.9% | -3.7% | -1.2% | -4.0% |
| 30D | -3.5% | -13.0% | +9.6% | +0.2% |
| 3M | +3.9% | -31.8% | +35.7% | +13.7% |
| 6M | -6.5% | -32.2% | +25.7% | +1.9% |
| YTD | -33.8% | -53.5% | +19.6% | -23.5% |
| 1Y | -33.3% | -46.5% | +13.3% | -26.9% |
| All | -33.3% | -47.1% | +13.8% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling