+26.4%
SOFI vs SWKS
-31.9%
+58.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.9% | +9.4% | -14.3% | -10.0% |
| 30D | +8.4% | +17.0% | -8.5% | -1.1% |
| 3M | -16.3% | +28.9% | -45.3% | -30.9% |
| 6M | +0.7% | +33.1% | -32.4% | -21.6% |
| YTD | -41.1% | +44.8% | -85.9% | -58.5% |
| 1Y | -45.7% | +36.2% | -81.9% | -60.0% |
| 3Y | +119.0% | +11.5% | +107.5% | +66.5% |
| 5Y | -32.2% | -37.1% | +4.8% | -16.2% |
| All | +26.4% | -31.9% | +58.3% | +22.7% |
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