-46.7%
SOFI vs FANG
+32.1%
-78.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.8% | -5.9% | -8.3% |
| 7D | -8.9% | -13.0% | +4.1% | -13.1% |
| 30D | +1.8% | -2.9% | +4.7% | +1.0% |
| 3M | -12.1% | -3.0% | -9.1% | -12.3% |
| 6M | +0.1% | -11.9% | +12.1% | -2.0% |
| YTD | -38.7% | +21.5% | -60.2% | -38.8% |
| 1Y | -46.7% | +34.0% | -80.6% | -46.9% |
| All | -46.7% | +32.1% | -78.8% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling