-40.8%
SOFI vs COST
+12.8%
-53.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +1.0% | +5.2% |
| 7D | +1.4% | +6.6% | -5.2% | +5.5% |
| 30D | +9.2% | +13.5% | -4.3% | +17.8% |
| 3M | -7.1% | +10.6% | -17.6% | -1.2% |
| 6M | +7.3% | +3.6% | +3.6% | +11.3% |
| YTD | -33.6% | +22.1% | -55.7% | -31.2% |
| 1Y | -40.8% | +11.9% | -52.7% | -40.7% |
| All | -40.8% | +12.8% | -53.6% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling