+42.0%
SOFI vs SHW
+39.0%
+3.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.7% |
| 7D | -4.9% | -3.1% | -1.8% | -2.7% |
| 30D | -3.5% | -10.0% | +6.6% | +4.3% |
| 3M | +3.9% | +2.3% | +1.6% | +2.0% |
| 6M | -6.5% | +0.7% | -7.2% | -7.7% |
| YTD | -33.8% | +0.5% | -34.3% | -35.6% |
| 1Y | -33.3% | -11.5% | -21.8% | -28.4% |
| 3Y | +94.6% | +21.3% | +73.3% | +65.0% |
| 5Y | +13.3% | +12.5% | +0.7% | -7.9% |
| All | +42.0% | +39.0% | +3.0% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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