+49.3%
SOFI vs STLD
+599.8%
-550.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | +0.9% | +3.1% | -2.3% | -0.4% |
| 30D | -0.2% | -9.0% | +8.8% | +3.5% |
| 3M | +6.2% | -12.4% | +18.6% | +11.4% |
| 6M | -2.6% | +25.5% | -28.1% | -13.5% |
| YTD | -30.4% | +43.6% | -74.0% | -42.2% |
| 1Y | -28.2% | +87.2% | -115.4% | -46.9% |
| 3Y | +107.3% | +135.2% | -28.0% | +39.5% |
| 5Y | +20.2% | +290.9% | -270.7% | -30.9% |
| All | +49.3% | +599.8% | -550.4% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling