+42.0%
SOFI vs FANG
+425.5%
-383.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.9% | +2.9% | -7.8% | -5.7% |
| 30D | -3.5% | +2.6% | -6.1% | -4.3% |
| 3M | +3.9% | +7.6% | -3.7% | +0.9% |
| 6M | -6.5% | +17.3% | -23.8% | -12.8% |
| YTD | -33.8% | +38.7% | -72.5% | -41.8% |
| 1Y | -33.3% | +51.6% | -84.9% | -43.4% |
| 3Y | +94.6% | +50.0% | +44.6% | +65.1% |
| 5Y | +13.3% | +237.6% | -224.3% | -20.0% |
| All | +42.0% | +425.5% | -383.6% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling