+42.0%
SOFI vs RVTY
-12.6%
+54.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | -1.2% |
| 7D | -4.9% | -4.5% | -0.4% | -2.0% |
| 30D | -3.5% | +5.5% | -8.9% | -6.8% |
| 3M | +3.9% | +22.5% | -18.6% | -10.1% |
| 6M | -6.5% | +38.9% | -45.4% | -26.2% |
| YTD | -33.8% | +28.7% | -62.6% | -45.6% |
| 1Y | -33.3% | +45.5% | -78.8% | -50.0% |
| 3Y | +94.6% | +16.4% | +78.2% | +64.0% |
| 5Y | +13.3% | -32.7% | +46.0% | +42.5% |
| All | +42.0% | -12.6% | +54.6% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling