+49.3%
SOFI vs SWKS
-43.9%
+93.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -3.8% |
| 7D | +0.9% | +12.5% | -11.6% | -6.5% |
| 30D | -0.2% | +10.5% | -10.7% | -6.6% |
| 3M | +6.2% | -7.4% | +13.6% | +9.8% |
| 6M | -2.6% | +32.7% | -35.2% | -24.6% |
| YTD | -30.4% | +19.2% | -49.6% | -42.9% |
| 1Y | -28.2% | +2.4% | -30.6% | -34.5% |
| 3Y | +107.3% | -25.6% | +132.9% | +119.9% |
| 5Y | +20.2% | -53.4% | +73.6% | +89.6% |
| All | +49.3% | -43.9% | +93.3% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling