+37.3%
SOFI vs SW
+13.8%
+23.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +0.9% | +1.8% | -0.9% | +0.5% |
| 30D | +6.0% | +7.0% | -1.0% | +4.3% |
| 3M | -8.9% | -7.6% | -1.2% | -7.2% |
| 6M | +6.3% | +8.5% | -2.2% | +4.0% |
| YTD | -36.0% | +17.7% | -53.7% | -39.1% |
| 1Y | -40.6% | +27.1% | -67.7% | -44.6% |
| 3Y | +144.5% | +48.2% | +96.3% | +129.1% |
| 5Y | -24.3% | -2.3% | -22.0% | -31.0% |
| All | +37.3% | +13.8% | +23.5% | +32.2% |
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