+42.0%
SOFI vs STLA
-53.0%
+95.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | -0.5% |
| 7D | -4.9% | -2.9% | -2.1% | -3.6% |
| 30D | -3.5% | +0.9% | -4.4% | -4.0% |
| 3M | +3.9% | -21.6% | +25.5% | +15.5% |
| 6M | -6.5% | -21.6% | +15.1% | +2.9% |
| YTD | -33.8% | -50.4% | +16.6% | -10.6% |
| 1Y | -33.3% | -43.6% | +10.3% | -17.2% |
| 3Y | +94.6% | -66.4% | +161.0% | +210.6% |
| 5Y | +13.3% | -62.3% | +75.6% | +58.7% |
| All | +42.0% | -53.0% | +95.0% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling