-32.7%
SOFI vs SWK
-30.7%
-2.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.5% |
| 7D | -4.9% | -1.4% | -3.5% | -4.0% |
| 30D | +8.4% | +25.5% | -17.0% | -7.0% |
| 3M | -16.3% | +11.8% | -28.1% | -22.6% |
| 6M | +0.7% | +48.7% | -48.0% | -23.3% |
| YTD | -41.1% | +57.2% | -98.3% | -57.8% |
| 1Y | -45.7% | +75.3% | -121.0% | -64.1% |
| 3Y | +119.0% | +51.9% | +67.1% | +55.0% |
| All | -32.7% | -30.7% | -2.1% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling