+49.3%
SOFI vs STT
+214.2%
-164.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.7% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | -0.2% | +3.9% | -4.0% | -3.2% |
| 3M | +6.2% | +20.0% | -13.7% | -8.1% |
| 6M | -2.6% | +55.3% | -57.9% | -31.3% |
| YTD | -30.4% | +53.3% | -83.7% | -50.5% |
| 1Y | -28.2% | +74.7% | -102.9% | -53.6% |
| 3Y | +107.3% | +205.8% | -98.5% | -6.4% |
| 5Y | +20.2% | +145.0% | -124.8% | -43.7% |
| All | +49.3% | +214.2% | -164.8% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling