-32.7%
SOFI vs STZ
-29.4%
-3.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -4.9% | +2.6% | -7.4% | -5.7% |
| 30D | +8.4% | +15.2% | -6.8% | +2.7% |
| 3M | -16.3% | +7.6% | -24.0% | -19.0% |
| 6M | +0.7% | +5.3% | -4.6% | -2.4% |
| YTD | -41.1% | +8.6% | -49.7% | -45.3% |
| 1Y | -45.7% | +15.6% | -61.3% | -51.5% |
| 3Y | +119.0% | -35.2% | +154.2% | +163.4% |
| All | -32.7% | -29.4% | -3.4% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling