+26.4%
SOFI vs SHOP
+29.3%
-2.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.5% |
| 7D | -4.9% | -1.2% | -3.7% | -4.3% |
| 30D | +8.4% | -14.7% | +23.2% | +17.4% |
| 3M | -16.3% | -7.2% | -9.1% | -14.1% |
| 6M | +0.7% | +54.2% | -53.5% | -22.9% |
| YTD | -41.1% | -8.6% | -32.5% | -42.3% |
| 1Y | -45.7% | +0.5% | -46.2% | -49.5% |
| 3Y | +119.0% | +135.9% | -16.9% | +18.0% |
| 5Y | -32.2% | -11.9% | -20.4% | -41.1% |
| All | +26.4% | +29.3% | -2.9% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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