+13.3%
SOFI vs STLA
-63.6%
+77.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -2.9% |
| 7D | -2.9% | +0.4% | -3.2% | -3.0% |
| 30D | -4.4% | -5.2% | +0.8% | -2.0% |
| 3M | +5.2% | -24.9% | +30.1% | +19.5% |
| 6M | -7.8% | -25.2% | +17.4% | +4.0% |
| YTD | -33.8% | -51.4% | +17.6% | -9.4% |
| 1Y | -33.3% | -40.7% | +7.4% | -20.1% |
| 3Y | +102.7% | -66.3% | +168.9% | +222.7% |
| All | +13.3% | -63.6% | +77.0% | +55.1% |
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