+41.1%
SOFI vs HWM
+712.1%
-671.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.6% |
| 7D | -7.0% | -12.5% | +5.5% | +0.7% |
| 30D | -4.3% | -19.0% | +14.7% | +8.3% |
| 3M | +8.4% | -8.6% | +17.0% | +13.2% |
| 6M | -5.9% | -10.2% | +4.3% | -1.7% |
| YTD | -34.3% | +11.3% | -45.6% | -41.6% |
| 1Y | -32.6% | +24.3% | -56.8% | -44.1% |
| 3Y | +101.3% | +382.3% | -281.0% | -34.6% |
| 5Y | +12.6% | +640.6% | -628.1% | -71.7% |
| All | +41.1% | +712.1% | -671.1% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling