+33.4%
SOFI vs SW
+13.4%
+20.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -6.4% | -2.6% | -3.8% | -5.8% |
| 30D | +6.8% | +7.2% | -0.4% | +5.0% |
| 3M | -9.5% | -10.5% | +0.9% | -7.2% |
| 6M | +0.1% | +9.9% | -9.8% | -2.4% |
| YTD | -37.9% | +17.2% | -55.1% | -40.8% |
| 1Y | -47.4% | +26.5% | -73.9% | -50.9% |
| 3Y | +134.4% | +47.7% | +86.8% | +119.9% |
| 5Y | -29.2% | +0.2% | -29.4% | -34.8% |
| All | +33.4% | +13.4% | +20.0% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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