-28.2%
SOFI vs STM
+107.3%
-135.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -2.0% |
| 7D | +0.9% | +5.8% | -4.9% | -0.3% |
| 30D | -0.2% | -1.0% | +0.8% | 0.0% |
| 3M | +6.2% | -33.3% | +39.5% | +11.8% |
| 6M | -2.6% | +57.4% | -59.9% | -13.9% |
| YTD | -30.4% | +102.2% | -132.6% | -42.5% |
| 1Y | -28.2% | +99.6% | -127.8% | -42.6% |
| All | -28.2% | +107.3% | -135.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling