+42.0%
SOFI vs SWKS
-42.0%
+84.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.3% | -4.7% |
| 7D | -2.9% | +6.8% | -9.7% | -7.0% |
| 30D | -4.4% | +11.3% | -15.6% | -10.8% |
| 3M | +5.2% | +4.1% | +1.2% | +0.8% |
| 6M | -7.8% | +39.7% | -47.4% | -31.1% |
| YTD | -33.8% | +23.2% | -57.0% | -46.9% |
| 1Y | -33.3% | +5.3% | -38.5% | -40.2% |
| 3Y | +102.7% | -15.1% | +117.8% | +94.0% |
| 5Y | +10.5% | -50.3% | +60.8% | +66.2% |
| All | +42.0% | -42.0% | +84.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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