+47.6%
SOFI vs STZ
-39.0%
+86.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.5% | +1.1% |
| 7D | +5.6% | -7.4% | +13.0% | +8.8% |
| 30D | -2.0% | -10.9% | +8.9% | +2.3% |
| 3M | +9.2% | -13.4% | +22.6% | +14.6% |
| 6M | -4.7% | -16.2% | +11.5% | +0.8% |
| YTD | -31.2% | -10.4% | -20.8% | -30.9% |
| 1Y | -30.6% | -14.8% | -15.9% | -28.9% |
| 3Y | +110.6% | -50.1% | +160.8% | +187.3% |
| 5Y | +16.4% | -38.8% | +55.2% | +41.8% |
| All | +47.6% | -39.0% | +86.7% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling