+42.0%
SOFI vs SHEL
+230.5%
-188.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -4.9% | +4.1% | -9.0% | -6.2% |
| 30D | -3.5% | +8.4% | -11.8% | -6.2% |
| 3M | +3.9% | +13.7% | -9.8% | -1.1% |
| 6M | -6.5% | +12.7% | -19.2% | -11.3% |
| YTD | -33.8% | +35.3% | -69.1% | -41.8% |
| 1Y | -33.3% | +39.4% | -72.6% | -42.0% |
| 3Y | +94.6% | +71.5% | +23.1% | +58.5% |
| 5Y | +13.3% | +195.0% | -181.7% | -14.7% |
| All | +42.0% | +230.5% | -188.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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