+26.4%
SOFI vs STLD
+564.8%
-538.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | 0.0% |
| 7D | -4.9% | +2.9% | -7.8% | -6.1% |
| 30D | +8.4% | -5.6% | +14.0% | +11.1% |
| 3M | -16.3% | -11.7% | -4.6% | -12.3% |
| 6M | +0.7% | -2.8% | +3.5% | +0.3% |
| YTD | -41.1% | +36.4% | -77.5% | -50.2% |
| 1Y | -45.7% | +50.0% | -95.7% | -56.0% |
| 3Y | +119.0% | +122.3% | -3.3% | +50.6% |
| 5Y | -32.2% | +273.2% | -305.5% | -60.0% |
| All | +26.4% | +564.8% | -538.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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