+49.3%
SOFI vs HWM
+823.9%
-774.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +0.9% | -2.1% | +3.0% | +1.8% |
| 30D | -0.2% | -11.0% | +10.8% | +7.0% |
| 3M | +6.2% | +4.0% | +2.2% | +2.5% |
| 6M | -2.6% | -0.2% | -2.3% | -4.3% |
| YTD | -30.4% | +26.7% | -57.1% | -42.7% |
| 1Y | -28.2% | +44.7% | -72.9% | -45.8% |
| 3Y | +107.3% | +426.1% | -318.8% | -35.8% |
| 5Y | +20.2% | +738.5% | -718.3% | -72.0% |
| All | +49.3% | +823.9% | -774.5% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling