+122.0%
SOFI vs RY
+160.7%
-38.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.3% |
| 7D | -2.6% | -0.5% | -2.0% | -1.8% |
| 30D | +2.6% | +4.7% | -2.2% | -3.4% |
| 3M | -12.9% | -4.5% | -8.4% | -6.9% |
| 6M | -1.7% | +12.5% | -14.2% | -17.0% |
| YTD | -40.3% | +21.1% | -61.4% | -54.3% |
| 1Y | -51.5% | +38.6% | -90.1% | -69.3% |
| All | +122.0% | +160.7% | -38.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling