+42.0%
SOFI vs TW
+65.2%
-23.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -4.9% | -4.5% | -0.5% | -3.5% |
| 30D | -3.5% | -2.3% | -1.2% | -2.9% |
| 3M | +3.9% | +2.6% | +1.3% | +1.2% |
| 6M | -6.5% | -17.5% | +11.0% | -1.0% |
| YTD | -33.8% | -5.3% | -28.5% | -34.9% |
| 1Y | -33.3% | -14.8% | -18.5% | -31.0% |
| 3Y | +94.6% | +18.8% | +75.8% | +61.5% |
| 5Y | +13.3% | +20.7% | -7.4% | -5.8% |
| All | +42.0% | +65.2% | -23.2% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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