+42.0%
SOFI vs SHAK
-25.1%
+67.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | -0.8% |
| 7D | -4.9% | -8.3% | +3.3% | -1.2% |
| 30D | -3.5% | -12.6% | +9.2% | +2.6% |
| 3M | +3.9% | +9.1% | -5.2% | -1.5% |
| 6M | -6.5% | -31.2% | +24.7% | +5.1% |
| YTD | -33.8% | -21.6% | -12.3% | -31.2% |
| 1Y | -33.3% | -38.8% | +5.5% | -21.8% |
| 3Y | +94.6% | +0.6% | +94.0% | +63.1% |
| 5Y | +13.3% | -22.5% | +35.8% | -3.3% |
| All | +42.0% | -25.1% | +67.1% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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