+94.7%
SOFI vs HWM
+389.8%
-295.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.2% | -4.1% |
| 7D | -2.9% | -8.0% | +5.2% | +1.6% |
| 30D | -4.4% | -18.0% | +13.6% | +6.7% |
| 3M | +5.2% | -9.5% | +14.7% | +10.2% |
| 6M | -7.8% | -8.4% | +0.6% | -5.1% |
| YTD | -33.8% | +13.6% | -47.4% | -42.0% |
| 1Y | -33.3% | +30.2% | -63.5% | -46.4% |
| All | +94.7% | +389.8% | -295.0% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling