+42.0%
SOFI vs COST
+154.5%
-112.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.5% |
| 7D | -4.9% | -1.2% | -3.7% | -4.3% |
| 30D | -3.5% | -4.7% | +1.3% | -1.1% |
| 3M | +3.9% | -7.1% | +11.0% | +7.4% |
| 6M | -6.5% | -8.5% | +2.0% | -3.7% |
| YTD | -33.8% | +5.4% | -39.2% | -38.4% |
| 1Y | -33.3% | -5.6% | -27.7% | -33.3% |
| 3Y | +94.6% | +68.5% | +26.1% | +26.7% |
| 5Y | +13.3% | +105.2% | -92.0% | -27.9% |
| All | +42.0% | +154.5% | -112.5% | -33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling