+116.4%
SOFI vs ASTS
+688.5%
-572.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | 0.0% |
| 7D | -3.3% | -21.1% | +17.8% | +0.1% |
| 30D | +3.5% | -46.7% | +50.2% | +13.4% |
| 3M | -10.4% | -52.0% | +41.6% | -0.7% |
| 6M | -0.6% | -54.3% | +53.7% | +8.3% |
| YTD | -38.1% | -55.5% | +17.4% | -33.8% |
| 1Y | -40.3% | -50.5% | +10.2% | -37.7% |
| 3Y | +116.4% | +706.2% | -589.8% | +69.2% |
| All | +116.4% | +688.5% | -572.1% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 3y: compounded portfolio wealth divided by compounded ASTS 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…
3y analysis · Full analysis span regression · 6 months rolling