+34.2%
SOFI vs FAST
+157.9%
-123.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.6% |
| 7D | -2.4% | +4.8% | -7.2% | -5.3% |
| 30D | +3.6% | +8.6% | -5.0% | -2.3% |
| 3M | -9.7% | +5.7% | -15.3% | -13.3% |
| 6M | +3.9% | +25.5% | -21.5% | -12.4% |
| YTD | -37.5% | +39.6% | -77.1% | -52.2% |
| 1Y | -46.4% | +35.5% | -81.9% | -58.1% |
| 3Y | +135.9% | +96.2% | +39.7% | +32.7% |
| 5Y | -19.8% | +110.2% | -130.0% | -58.9% |
| All | +34.2% | +157.9% | -123.7% | -41.4% |
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