+37.3%
SOFI vs SWKS
-37.2%
+74.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.6% | +2.9% |
| 7D | +0.9% | -2.7% | +3.7% | +2.6% |
| 30D | +6.0% | +8.5% | -2.5% | +1.3% |
| 3M | -8.9% | +17.3% | -26.2% | -20.2% |
| 6M | +6.3% | +25.1% | -18.8% | -14.3% |
| YTD | -36.0% | +33.3% | -69.4% | -52.6% |
| 1Y | -40.6% | +22.9% | -63.5% | -53.3% |
| 3Y | +144.5% | +5.5% | +139.0% | +90.6% |
| 5Y | -24.3% | -41.9% | +17.6% | -1.5% |
| All | +37.3% | -37.2% | +74.5% | +40.2% |
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