+33.4%
SOFI vs FAST
+160.9%
-127.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.4% |
| 7D | -6.4% | +4.3% | -10.7% | -8.9% |
| 30D | +6.8% | +8.3% | -1.5% | +1.0% |
| 3M | -9.5% | +6.5% | -16.0% | -13.6% |
| 6M | +0.1% | +29.5% | -29.4% | -17.4% |
| YTD | -37.9% | +41.3% | -79.1% | -52.9% |
| 1Y | -47.4% | +37.4% | -84.8% | -59.3% |
| 3Y | +134.4% | +98.5% | +35.9% | +30.8% |
| 5Y | -29.2% | +111.1% | -140.3% | -63.9% |
| All | +33.4% | +160.9% | -127.6% | -42.3% |
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 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