+112.6%
SOFI vs SWKS
-20.0%
+132.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -3.2% |
| 7D | +0.9% | +12.5% | -11.6% | -4.5% |
| 30D | -0.2% | +10.5% | -10.7% | -4.8% |
| 3M | +6.2% | -7.4% | +13.6% | +9.0% |
| 6M | -2.6% | +32.7% | -35.2% | -19.7% |
| YTD | -30.4% | +19.2% | -49.6% | -39.8% |
| 1Y | -28.2% | +2.4% | -30.6% | -32.3% |
| All | +112.6% | -20.0% | +132.6% | +98.0% |
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