+16.4%
SOFI vs STLD
+291.8%
-275.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.8% |
| 7D | +5.6% | +2.7% | +3.0% | +4.3% |
| 30D | -2.0% | -8.4% | +6.4% | +1.9% |
| 3M | +9.2% | -9.9% | +19.0% | +13.5% |
| 6M | -4.7% | +33.0% | -37.7% | -19.5% |
| YTD | -31.2% | +42.6% | -73.8% | -44.5% |
| 1Y | -30.6% | +80.8% | -111.4% | -50.5% |
| 3Y | +110.6% | +143.4% | -32.8% | +28.7% |
| 5Y | +16.4% | +293.4% | -277.0% | -43.1% |
| All | +16.4% | +291.8% | -275.4% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling