+15.0%
SOFI vs SW
-2.3%
+17.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.0% |
| 7D | +0.9% | -5.1% | +6.0% | +2.5% |
| 30D | -0.2% | -4.6% | +4.4% | +1.3% |
| 3M | +6.2% | +9.4% | -3.1% | +3.0% |
| 6M | -2.6% | +3.5% | -6.1% | -4.4% |
| YTD | -30.4% | +22.0% | -52.4% | -35.6% |
| 1Y | -28.2% | +2.2% | -30.4% | -30.2% |
| 3Y | +107.3% | +19.6% | +87.7% | +91.7% |
| All | +15.0% | -2.3% | +17.4% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling