+31.5%
SOFI vs SW
+14.6%
+16.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.5% | -6.2% | -7.4% |
| 7D | -8.9% | +4.7% | -13.6% | -9.9% |
| 30D | +1.8% | +5.0% | -3.2% | +0.6% |
| 3M | -12.1% | -7.3% | -4.8% | -10.6% |
| 6M | +0.1% | +15.0% | -14.9% | -3.4% |
| YTD | -38.7% | +18.5% | -57.2% | -41.8% |
| 1Y | -46.7% | +27.1% | -73.8% | -50.2% |
| 3Y | +100.2% | +49.3% | +50.9% | +87.3% |
| 5Y | -28.9% | -1.6% | -27.3% | -35.3% |
| All | +31.5% | +14.6% | +16.9% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling