+26.4%
SOFI vs STRL
+1,465.3%
-1,438.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.3% |
| 7D | -4.9% | +15.7% | -20.5% | -9.9% |
| 30D | +8.4% | -35.5% | +43.9% | +23.6% |
| 3M | -16.3% | -47.1% | +30.8% | +1.4% |
| 6M | +0.7% | -65.8% | +66.5% | +37.7% |
| YTD | -41.1% | -4.5% | -36.6% | -53.3% |
| 1Y | -45.7% | -10.5% | -35.2% | -55.8% |
| 3Y | +119.0% | +340.6% | -221.6% | -18.5% |
| 5Y | -32.2% | +911.0% | -943.3% | -84.5% |
| All | +26.4% | +1,465.3% | -1,438.9% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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