+26.4%
SOFI vs STM
+26.0%
+0.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -4.9% | +12.0% | -16.9% | -10.4% |
| 30D | +8.4% | -0.4% | +8.8% | +8.0% |
| 3M | -16.3% | -13.2% | -3.1% | -11.3% |
| 6M | +0.7% | -26.1% | +26.8% | +10.1% |
| YTD | -41.1% | +81.2% | -122.3% | -64.4% |
| 1Y | -45.7% | +98.3% | -144.0% | -69.2% |
| 3Y | +119.0% | +16.7% | +102.3% | +60.4% |
| 5Y | -32.2% | -4.8% | -27.4% | -44.2% |
| All | +26.4% | +26.0% | +0.4% | -18.8% |
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