+10.5%
SOFI vs STM
+21.1%
-10.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.4% |
| 7D | -2.9% | +1.7% | -4.5% | -3.7% |
| 30D | -4.4% | -5.2% | +0.8% | -1.8% |
| 3M | +5.2% | -29.6% | +34.8% | +22.0% |
| 6M | -7.8% | +54.4% | -62.1% | -34.6% |
| YTD | -33.8% | +99.5% | -133.3% | -60.8% |
| 1Y | -33.3% | +100.8% | -134.0% | -61.4% |
| 3Y | +102.7% | +20.2% | +82.5% | +52.9% |
| 5Y | +10.5% | +21.1% | -10.7% | -15.7% |
| All | +10.5% | +21.1% | -10.6% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling