-40.8%
SOFI vs ITW
+24.0%
-64.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.3% | +3.4% |
| 7D | +1.4% | +6.3% | -4.9% | +0.8% |
| 30D | +9.2% | +11.1% | -1.9% | +8.2% |
| 3M | -7.1% | +0.1% | -7.2% | -7.5% |
| 6M | +7.3% | +18.1% | -10.8% | +5.5% |
| YTD | -33.6% | +21.4% | -55.0% | -34.3% |
| 1Y | -40.8% | +22.9% | -63.7% | -42.3% |
| All | -40.8% | +24.0% | -64.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling