-32.7%
SOFI vs SW
-2.3%
-30.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | -4.9% | -2.9% | -1.9% | -4.0% |
| 30D | +8.4% | +5.0% | +3.4% | +6.7% |
| 3M | -16.3% | -13.7% | -2.7% | -12.5% |
| 6M | +0.7% | +8.0% | -7.3% | -2.2% |
| YTD | -41.1% | +14.0% | -55.1% | -44.5% |
| 1Y | -45.7% | +25.6% | -71.3% | -50.5% |
| 3Y | +119.0% | +40.1% | +78.9% | +98.0% |
| All | -32.7% | -2.3% | -30.4% | -37.5% |
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 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