-32.6%
SOFI vs STRL
+66.6%
-99.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -7.0% | +5.4% | -12.4% | -8.1% |
| 30D | -4.3% | -9.0% | +4.7% | -2.6% |
| 3M | +8.4% | -37.1% | +45.5% | +16.5% |
| 6M | -5.9% | +17.8% | -23.7% | -20.2% |
| YTD | -34.3% | +58.3% | -92.6% | -53.6% |
| 1Y | -32.6% | +61.0% | -93.6% | -51.1% |
| All | -32.6% | +66.6% | -99.2% | -51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling