+34.2%
SOFI vs SWK
-16.7%
+50.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.4% |
| 7D | -2.4% | +11.3% | -13.7% | -9.0% |
| 30D | +3.6% | +31.5% | -27.9% | -13.2% |
| 3M | -9.7% | +14.4% | -24.1% | -17.4% |
| 6M | +3.9% | +46.4% | -42.5% | -19.1% |
| YTD | -37.5% | +61.6% | -99.1% | -55.3% |
| 1Y | -46.4% | +78.7% | -125.1% | -64.3% |
| 3Y | +135.9% | +54.4% | +81.5% | +68.8% |
| 5Y | -19.8% | -25.3% | +5.5% | -24.9% |
| All | +34.2% | -16.7% | +50.8% | +20.0% |
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