+119.0%
SOFI vs STRL
+341.0%
-222.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.4% |
| 7D | -4.9% | +15.7% | -20.5% | -9.5% |
| 30D | +8.4% | -35.5% | +43.9% | +22.5% |
| 3M | -16.3% | -47.1% | +30.8% | +0.2% |
| 6M | +0.7% | -65.8% | +66.5% | +35.1% |
| YTD | -41.1% | -4.5% | -36.6% | -55.0% |
| 1Y | -45.7% | -10.5% | -35.2% | -57.4% |
| 3Y | +119.0% | +340.6% | -221.6% | -37.4% |
| All | +119.0% | +341.0% | -222.0% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling