+47.6%
SOFI vs SWK
-32.9%
+80.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | +0.6% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | -2.0% | -8.9% | +6.9% | +4.0% |
| 3M | +9.2% | +20.5% | -11.3% | -3.3% |
| 6M | -4.7% | +27.1% | -31.8% | -19.1% |
| YTD | -31.2% | +30.2% | -61.4% | -43.3% |
| 1Y | -30.6% | +24.8% | -55.4% | -41.6% |
| 3Y | +110.6% | +16.3% | +94.3% | +81.6% |
| 5Y | +16.4% | -40.1% | +56.5% | +25.7% |
| All | +47.6% | -32.9% | +80.5% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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