-46.7%
SOFI vs GWRE
-24.6%
-22.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.9% | -5.8% | -7.4% |
| 7D | -8.9% | +4.5% | -13.5% | -9.6% |
| 30D | +1.8% | +1.7% | +0.1% | +0.8% |
| 3M | -12.1% | +4.4% | -16.5% | -14.8% |
| 6M | +0.1% | +19.5% | -19.4% | -7.6% |
| YTD | -38.7% | -16.7% | -22.0% | -37.2% |
| 1Y | -46.7% | -24.0% | -22.6% | -36.9% |
| All | -46.7% | -24.6% | -22.1% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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