+119.0%
SOFI vs STT
+182.6%
-63.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -4.9% | +4.8% | -9.6% | -9.8% |
| 30D | +8.4% | +3.9% | +4.5% | +4.2% |
| 3M | -16.3% | -8.2% | -8.2% | -7.9% |
| 6M | +0.7% | +15.6% | -14.9% | -15.5% |
| YTD | -41.1% | +37.6% | -78.7% | -60.3% |
| 1Y | -45.7% | +50.1% | -95.8% | -67.4% |
| 3Y | +119.0% | +183.1% | -64.0% | -33.5% |
| All | +119.0% | +182.6% | -63.6% | -33.5% |
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