+42.0%
SOFI vs FAST
+128.3%
-86.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.0% |
| 7D | -2.9% | +1.8% | -4.7% | -4.0% |
| 30D | -4.4% | -6.4% | +2.1% | +0.1% |
| 3M | +5.2% | +5.3% | -0.1% | +1.0% |
| 6M | -7.8% | +5.4% | -13.2% | -12.6% |
| YTD | -33.8% | +23.6% | -57.4% | -44.9% |
| 1Y | -33.3% | +4.1% | -37.3% | -36.8% |
| 3Y | +102.7% | +92.4% | +10.3% | +13.9% |
| 5Y | +10.5% | +106.1% | -95.6% | -40.3% |
| All | +42.0% | +128.3% | -86.2% | -32.4% |
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