+94.6%
SOFI vs GWRE
+50.1%
+44.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -4.9% | -13.2% | +8.3% | -0.3% |
| 30D | -3.5% | -18.6% | +15.1% | +1.9% |
| 3M | +3.9% | +18.9% | -15.0% | -7.7% |
| 6M | -6.5% | -11.0% | +4.4% | -7.4% |
| YTD | -33.8% | -29.9% | -3.9% | -27.3% |
| 1Y | -33.3% | -44.3% | +11.1% | -17.5% |
| 3Y | +94.6% | +51.7% | +42.9% | +3.6% |
| All | +94.6% | +50.1% | +44.5% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling