+42.0%
SOFI vs STZ
-38.3%
+80.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | -4.9% | -4.5% | -0.5% | -3.3% |
| 30D | -3.5% | -8.6% | +5.1% | -0.3% |
| 3M | +3.9% | -13.8% | +17.7% | +9.3% |
| 6M | -6.5% | -17.2% | +10.6% | -0.5% |
| YTD | -33.8% | -9.4% | -24.5% | -33.9% |
| 1Y | -33.3% | -11.9% | -21.4% | -32.8% |
| 3Y | +94.6% | -49.6% | +144.2% | +164.3% |
| 5Y | +13.3% | -37.2% | +50.4% | +36.4% |
| All | +42.0% | -38.3% | +80.3% | +55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling