+116.4%
SOFI vs SWKS
-0.7%
+117.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.6% |
| 7D | -3.3% | -6.2% | +2.9% | -0.8% |
| 30D | +3.5% | -1.5% | +5.0% | +4.2% |
| 3M | -10.4% | +23.0% | -33.4% | -20.0% |
| 6M | -0.6% | +27.6% | -28.2% | -15.3% |
| YTD | -38.1% | +32.3% | -70.4% | -49.6% |
| 1Y | -40.3% | +20.1% | -60.4% | -48.7% |
| 3Y | +116.4% | +0.6% | +115.8% | +75.3% |
| All | +116.4% | -0.7% | +117.1% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling