+116.4%
SOFI vs SWK
+46.0%
+70.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | -3.3% | +11.0% | -14.3% | -9.8% |
| 30D | +3.5% | +30.1% | -26.5% | -12.6% |
| 3M | -10.4% | +14.7% | -25.1% | -18.2% |
| 6M | -0.6% | +44.5% | -45.1% | -21.8% |
| YTD | -38.1% | +59.4% | -97.5% | -55.4% |
| 1Y | -40.3% | +77.5% | -117.8% | -60.3% |
| 3Y | +116.4% | +49.5% | +67.0% | +58.5% |
| All | +116.4% | +46.0% | +70.4% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling