+94.7%
SOFI vs STM
+18.5%
+76.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.5% |
| 7D | -2.9% | +1.7% | -4.5% | -3.4% |
| 30D | -4.4% | -5.2% | +0.8% | -2.5% |
| 3M | +5.2% | -29.6% | +34.8% | +17.3% |
| 6M | -7.8% | +54.4% | -62.1% | -28.6% |
| YTD | -33.8% | +99.5% | -133.3% | -55.5% |
| 1Y | -33.3% | +100.8% | -134.0% | -55.9% |
| All | +94.7% | +18.5% | +76.2% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling