-45.7%
SOFI vs STM
+94.3%
-140.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -4.9% | +12.0% | -16.9% | -7.4% |
| 30D | +8.4% | -0.4% | +8.8% | +8.3% |
| 3M | -16.3% | -13.2% | -3.1% | -14.5% |
| 6M | +0.7% | -26.1% | +26.8% | +4.4% |
| YTD | -41.1% | +81.2% | -122.3% | -49.3% |
| 1Y | -45.7% | +98.3% | -144.0% | -55.3% |
| All | -45.7% | +94.3% | -140.0% | -55.3% |
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