+42.0%
SOFI vs GWRE
+9.8%
+32.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -4.9% | -13.2% | +8.3% | +2.7% |
| 30D | -3.5% | -18.6% | +15.1% | +5.2% |
| 3M | +3.9% | +18.9% | -15.0% | -13.6% |
| 6M | -6.5% | -11.0% | +4.4% | -9.5% |
| YTD | -33.8% | -29.9% | -3.9% | -25.5% |
| 1Y | -33.3% | -44.3% | +11.1% | -10.8% |
| 3Y | +94.6% | +51.7% | +42.9% | -3.6% |
| 5Y | +13.3% | +15.4% | -2.2% | -24.4% |
| All | +42.0% | +9.8% | +32.2% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling