-32.7%
SOFI vs STRL
+906.9%
-939.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.7% |
| 3M | -16.3% | -47.1% | +30.8% | +1.5% |
| 6M | +0.7% | -65.8% | +66.5% | +38.1% |
| YTD | -41.1% | -4.5% | -36.6% | -54.3% |
| 1Y | -45.7% | -10.5% | -35.2% | -56.7% |
| 3Y | +119.0% | +340.6% | -221.6% | -26.2% |
| All | -32.7% | +906.9% | -939.6% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling