-33.3%
SOFI vs TW
-14.2%
-19.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.3% |
| 7D | -4.9% | -4.5% | -0.5% | -6.5% |
| 30D | -3.5% | -2.3% | -1.2% | -4.2% |
| 3M | +3.9% | +2.6% | +1.3% | +4.9% |
| 6M | -6.5% | -17.5% | +11.0% | -8.3% |
| YTD | -33.8% | -5.3% | -28.5% | -33.4% |
| 1Y | -33.3% | -14.8% | -18.5% | -35.4% |
| All | -33.3% | -14.2% | -19.1% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling