-28.2%
SOFI vs STZ
-10.2%
-18.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +0.9% | -1.9% | +2.8% | +0.7% |
| 30D | -0.2% | -1.9% | +1.7% | -0.3% |
| 3M | +6.2% | -6.2% | +12.5% | +5.6% |
| 6M | -2.6% | -14.0% | +11.4% | -3.6% |
| YTD | -30.4% | -5.1% | -25.3% | -32.3% |
| 1Y | -28.2% | -9.6% | -18.6% | -31.9% |
| All | -28.2% | -10.2% | -18.0% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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