+32.9%
SOFI vs FAST
+149.2%
-116.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | -3.3% | +2.1% | -5.4% | -4.6% |
| 30D | +3.5% | +6.9% | -3.4% | -1.4% |
| 3M | -10.4% | +4.8% | -15.3% | -13.7% |
| 6M | -0.6% | +19.8% | -20.3% | -13.5% |
| YTD | -38.1% | +34.9% | -73.0% | -51.6% |
| 1Y | -40.3% | +32.8% | -73.1% | -52.8% |
| 3Y | +116.4% | +93.7% | +22.7% | +22.2% |
| 5Y | -28.2% | +105.3% | -133.5% | -62.4% |
| All | +32.9% | +149.2% | -116.3% | -40.7% |
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