+42.0%
SOFI vs RUN
-87.5%
+129.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -2.5% |
| 7D | -2.9% | -1.8% | -1.1% | -2.4% |
| 30D | -4.4% | -10.8% | +6.5% | -1.2% |
| 3M | +5.2% | -30.2% | +35.4% | +15.6% |
| 6M | -7.8% | -22.3% | +14.6% | -2.8% |
| YTD | -33.8% | -52.2% | +18.4% | -22.7% |
| 1Y | -33.3% | -45.1% | +11.8% | -26.2% |
| 3Y | +102.7% | -37.1% | +139.8% | +48.5% |
| 5Y | +10.5% | -80.3% | +90.7% | +14.5% |
| All | +42.0% | -87.5% | +129.6% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling