+47.6%
SOFI vs RVTY
-10.6%
+58.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | +0.4% |
| 7D | +5.6% | +0.4% | +5.2% | +5.4% |
| 30D | -2.0% | +10.8% | -12.8% | -8.5% |
| 3M | +9.2% | +26.8% | -17.6% | -7.8% |
| 6M | -4.7% | +39.3% | -44.0% | -24.9% |
| YTD | -31.2% | +31.6% | -62.8% | -44.2% |
| 1Y | -30.6% | +47.7% | -78.3% | -48.5% |
| 3Y | +110.6% | +19.9% | +90.7% | +73.9% |
| 5Y | +16.4% | -32.3% | +48.8% | +45.9% |
| All | +47.6% | -10.6% | +58.3% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling