+114.2%
SOFI vs SW
+40.4%
+73.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.5% | -6.2% | -7.1% |
| 7D | -8.9% | +4.7% | -13.6% | -10.6% |
| 30D | +1.8% | +5.0% | -3.2% | -0.4% |
| 3M | -12.1% | -7.3% | -4.8% | -9.4% |
| 6M | +0.1% | +15.0% | -14.9% | -6.8% |
| YTD | -38.7% | +18.5% | -57.2% | -45.2% |
| 1Y | -46.7% | +27.1% | -73.8% | -54.0% |
| All | +114.2% | +40.4% | +73.8% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling