+49.3%
SOFI vs STRL
+2,504.3%
-2,455.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.3% | -3.7% |
| 7D | +0.9% | +3.4% | -2.5% | -0.4% |
| 30D | -0.2% | -9.2% | +9.1% | +3.0% |
| 3M | +6.2% | -51.0% | +57.3% | +33.7% |
| 6M | -2.6% | +15.8% | -18.3% | -21.6% |
| YTD | -30.4% | +58.9% | -89.3% | -52.5% |
| 1Y | -28.2% | +68.5% | -96.7% | -52.7% |
| 3Y | +107.3% | +485.2% | -377.9% | -27.7% |
| 5Y | +20.2% | +2,005.1% | -1,984.9% | -78.0% |
| All | +49.3% | +2,504.3% | -2,455.0% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling