+49.3%
SOFI vs SWK
-30.9%
+80.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | +0.9% | -0.4% | +1.3% | +1.2% |
| 30D | -0.2% | -5.7% | +5.6% | +3.7% |
| 3M | +6.2% | +24.1% | -17.8% | -7.6% |
| 6M | -2.6% | +24.7% | -27.3% | -16.3% |
| YTD | -30.4% | +33.9% | -64.3% | -43.7% |
| 1Y | -28.2% | +34.7% | -62.9% | -42.6% |
| 3Y | +107.3% | +15.3% | +92.0% | +79.5% |
| 5Y | +20.2% | -39.3% | +59.5% | +27.6% |
| All | +49.3% | -30.9% | +80.3% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling