-40.8%
SOFI vs FAST
+32.0%
-72.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +2.0% | +3.3% |
| 7D | +1.4% | +3.4% | -2.0% | +0.8% |
| 30D | +9.2% | +5.5% | +3.7% | +7.8% |
| 3M | -7.1% | +7.6% | -14.6% | -8.8% |
| 6M | +7.3% | +19.8% | -12.5% | +2.3% |
| YTD | -33.6% | +35.5% | -69.1% | -46.0% |
| 1Y | -40.8% | +31.6% | -72.4% | -50.0% |
| All | -40.8% | +32.0% | -72.8% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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