+17.8%
SOFI vs SWKS
-52.8%
+70.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -3.7% |
| 7D | +0.9% | +12.5% | -11.6% | -6.2% |
| 30D | -0.2% | +10.5% | -10.7% | -6.3% |
| 3M | +6.2% | -7.4% | +13.6% | +9.7% |
| 6M | -2.6% | +32.7% | -35.2% | -23.9% |
| YTD | -30.4% | +19.2% | -49.6% | -42.5% |
| 1Y | -28.2% | +2.4% | -30.6% | -34.1% |
| 3Y | +107.3% | -25.6% | +132.9% | +120.4% |
| All | +17.8% | -52.8% | +70.6% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling