-32.6%
SOFI vs STT
+75.2%
-107.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | -7.0% | -1.4% | -5.7% | -5.8% |
| 30D | -4.3% | +2.2% | -6.5% | -6.4% |
| 3M | +8.4% | +18.8% | -10.4% | -9.2% |
| 6M | -5.9% | +57.9% | -63.8% | -41.6% |
| YTD | -34.3% | +51.0% | -85.3% | -58.1% |
| 1Y | -32.6% | +77.1% | -109.7% | -64.5% |
| All | -32.6% | +75.2% | -107.7% | -64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling