+26.4%
SOFI vs FAST
+159.5%
-133.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -4.9% | +4.2% | -9.0% | -7.4% |
| 30D | +8.4% | +6.7% | +1.8% | +3.6% |
| 3M | -16.3% | +8.0% | -24.4% | -20.9% |
| 6M | +0.7% | +27.4% | -26.7% | -15.9% |
| YTD | -41.1% | +40.5% | -81.6% | -55.2% |
| 1Y | -45.7% | +38.4% | -84.0% | -58.2% |
| 3Y | +119.0% | +98.7% | +20.4% | +22.0% |
| 5Y | -32.2% | +106.7% | -138.9% | -65.1% |
| All | +26.4% | +159.5% | -133.1% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling