-32.7%
SOFI vs STLA
-74.6%
+41.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -4.9% | -13.8% | +8.9% | +2.1% |
| 30D | +8.4% | -10.5% | +19.0% | +14.0% |
| 3M | -16.3% | -28.9% | +12.5% | -2.5% |
| 6M | +0.7% | -49.7% | +50.5% | +37.8% |
| YTD | -41.1% | -64.9% | +23.8% | -6.6% |
| 1Y | -45.7% | -64.0% | +18.3% | -15.6% |
| 3Y | +119.0% | -77.4% | +196.5% | +323.9% |
| All | -32.7% | -74.6% | +41.8% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling