+26.4%
SOFI vs STT
+182.0%
-155.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -4.9% | +4.8% | -9.6% | -8.3% |
| 30D | +8.4% | +3.9% | +4.5% | +5.6% |
| 3M | -16.3% | -8.2% | -8.2% | -10.4% |
| 6M | +0.7% | +15.6% | -14.9% | -10.1% |
| YTD | -41.1% | +37.6% | -78.7% | -54.2% |
| 1Y | -45.7% | +50.1% | -95.8% | -60.7% |
| 3Y | +119.0% | +183.1% | -64.0% | +5.8% |
| 5Y | -32.2% | +104.8% | -137.1% | -64.8% |
| All | +26.4% | +182.0% | -155.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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