+102.4%
SOFI vs STT
+195.2%
-92.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | +0.2% |
| 7D | +5.6% | +2.2% | +3.5% | +3.2% |
| 30D | -2.0% | +3.9% | -5.9% | -6.4% |
| 3M | +9.2% | +19.2% | -10.0% | -11.5% |
| 6M | -4.7% | +60.4% | -65.1% | -45.9% |
| YTD | -31.2% | +51.5% | -82.7% | -58.5% |
| 1Y | -30.6% | +76.3% | -106.9% | -65.2% |
| All | +102.4% | +195.2% | -92.8% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling