+47.6%
SOFI vs COST
+156.0%
-108.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.8% |
| 7D | +5.6% | -3.2% | +8.8% | +7.4% |
| 30D | -2.0% | -4.0% | +2.0% | -0.1% |
| 3M | +9.2% | -6.5% | +15.6% | +12.3% |
| 6M | -4.7% | -8.5% | +3.8% | -1.8% |
| YTD | -31.2% | +6.0% | -37.2% | -36.2% |
| 1Y | -30.6% | -5.8% | -24.8% | -30.5% |
| 3Y | +110.6% | +71.8% | +38.8% | +35.4% |
| 5Y | +16.4% | +106.2% | -89.8% | -26.2% |
| All | +47.6% | +156.0% | -108.4% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling