-8.4%
SOFI vs TOST
-46.9%
+38.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -3.2% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | +8.4% | +16.2% | -7.7% | -0.2% |
| 3M | -16.3% | -1.5% | -14.8% | -16.1% |
| 6M | +0.7% | +55.3% | -54.6% | -21.4% |
| YTD | -41.1% | -2.3% | -38.8% | -42.4% |
| 1Y | -45.7% | -5.5% | -40.2% | -46.2% |
| 3Y | +119.0% | +151.1% | -32.1% | +27.7% |
| 5Y | -32.2% | -27.9% | -4.3% | -45.1% |
| All | -8.4% | -46.9% | +38.4% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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