+15.4%
SOFI vs COST
+104.4%
-89.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.5% |
| 7D | -4.9% | -1.2% | -3.7% | -4.2% |
| 30D | -3.5% | -4.7% | +1.3% | -0.8% |
| 3M | +3.9% | -7.1% | +11.0% | +7.7% |
| 6M | -6.5% | -8.5% | +2.0% | -3.4% |
| YTD | -33.8% | +5.4% | -39.2% | -39.0% |
| 1Y | -33.3% | -5.6% | -27.7% | -33.4% |
| 3Y | +94.6% | +68.5% | +26.1% | +17.2% |
| All | +15.4% | +104.4% | -89.0% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling