+16.4%
SOFI vs RY
+140.3%
-123.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.1% |
| 7D | +5.6% | +2.7% | +2.9% | +1.9% |
| 30D | -2.0% | -1.0% | -1.0% | -0.8% |
| 3M | +9.2% | +7.6% | +1.5% | -1.5% |
| 6M | -4.7% | +29.5% | -34.2% | -33.1% |
| YTD | -31.2% | +24.2% | -55.4% | -48.6% |
| 1Y | -30.6% | +46.4% | -77.0% | -58.4% |
| 3Y | +110.6% | +159.4% | -48.8% | -41.4% |
| 5Y | +16.4% | +141.8% | -125.4% | -65.1% |
| All | +16.4% | +140.3% | -123.9% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling