+16.4%
SOFI vs FAST
+108.2%
-91.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.8% |
| 7D | +5.6% | +1.3% | +4.3% | +4.6% |
| 30D | -2.0% | -4.7% | +2.7% | +1.4% |
| 3M | +9.2% | +7.9% | +1.2% | +2.5% |
| 6M | -4.7% | +7.4% | -12.1% | -11.3% |
| YTD | -31.2% | +25.1% | -56.3% | -44.0% |
| 1Y | -30.6% | +4.7% | -35.3% | -34.9% |
| 3Y | +110.6% | +94.7% | +15.9% | +9.4% |
| 5Y | +16.4% | +106.8% | -90.3% | -43.3% |
| All | +16.4% | +108.2% | -91.8% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling