+41.1%
SOFI vs STM
+36.5%
+4.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.1% |
| 7D | -7.0% | -1.1% | -6.0% | -6.5% |
| 30D | -4.3% | -7.8% | +3.5% | -0.2% |
| 3M | +8.4% | -28.2% | +36.6% | +24.9% |
| 6M | -5.9% | +52.0% | -57.9% | -33.4% |
| YTD | -34.3% | +96.4% | -130.6% | -61.3% |
| 1Y | -32.6% | +98.8% | -131.4% | -61.4% |
| 3Y | +101.3% | +18.3% | +83.0% | +51.3% |
| 5Y | +12.6% | +17.7% | -5.1% | -17.8% |
| All | +41.1% | +36.5% | +4.5% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling