+15.4%
SOFI vs RVTY
-33.1%
+48.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +63.9% |
| All | +15.4% | -33.1% | +48.5% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling