-0.5%
SOFI vs TOST
-46.7%
+46.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +0.9% | +4.0% | -3.1% | -1.2% |
| 30D | +6.0% | +11.1% | -5.0% | 0.0% |
| 3M | -8.9% | +0.8% | -9.7% | -9.9% |
| 6M | +6.3% | +38.8% | -32.5% | -11.9% |
| YTD | -36.0% | -2.1% | -33.9% | -37.5% |
| 1Y | -40.6% | -6.0% | -34.6% | -40.8% |
| 3Y | +144.5% | +149.8% | -5.3% | +43.0% |
| 5Y | -24.3% | -42.8% | +18.4% | -36.0% |
| All | -0.5% | -46.7% | +46.2% | -17.9% |
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