Should my SOP mention self-funding? I'm applying to PhD programs in departments with very little funding, especially for their grad students. I've also read that it would help my application if I could subtly mention that I wouldn't need funding. 

Is this true and if so, how can I possibly do this in a "subtle" way? I've spent quite a long time in the private sector and am able to self-fund if necessary. None of the apps have a "proof of funding" form and it's not like I can attach evidence of an external scholarship. I'm not exactly keen on sharing tax returns or savings accounts. 

Thank you for any advice!
I'm not sure why you think you need to be subtle. 


  "My savings and investments are sufficient to carry me through a long period of study if necessary." 


That demonstrates some serious commitment on your part. I wouldn't put any financial details in it and doubt that it would be proper to ask for them. 

Or add "with only minimal funding" if you want to not let them off the hook too easily.