+49.3%
SOFI vs FAST
+132.0%
-82.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -2.1% |
| 7D | +0.9% | -0.4% | +1.2% | +1.1% |
| 30D | -0.2% | -0.8% | +0.6% | +0.3% |
| 3M | +6.2% | +5.8% | +0.5% | +1.6% |
| 6M | -2.6% | +8.0% | -10.6% | -9.2% |
| YTD | -30.4% | +25.6% | -56.0% | -42.7% |
| 1Y | -28.2% | +0.8% | -29.0% | -30.3% |
| 3Y | +107.3% | +86.1% | +21.2% | +20.1% |
| 5Y | +20.2% | +100.2% | -80.0% | -35.1% |
| All | +49.3% | +132.0% | -82.7% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling