+49.3%
SOFI vs RY
+209.2%
-159.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.6% |
| 7D | +0.9% | +3.1% | -2.2% | -3.0% |
| 30D | -0.2% | -0.3% | +0.2% | +0.2% |
| 3M | +6.2% | +8.7% | -2.4% | -4.9% |
| 6M | -2.6% | +28.5% | -31.1% | -30.0% |
| YTD | -30.4% | +25.1% | -55.5% | -47.9% |
| 1Y | -28.2% | +46.3% | -74.5% | -56.0% |
| 3Y | +107.3% | +154.9% | -47.7% | -37.2% |
| 5Y | +20.2% | +140.3% | -120.1% | -60.1% |
| All | +49.3% | +209.2% | -159.9% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling