-28.7%
SOFI vs TOST
-38.4%
+9.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.8% |
| 7D | -3.3% | +9.4% | -12.7% | -8.1% |
| 30D | +3.5% | +13.5% | -10.0% | -3.7% |
| 3M | -10.4% | -0.1% | -10.3% | -11.0% |
| 6M | -0.6% | +22.5% | -23.0% | -13.2% |
| YTD | -38.1% | -2.4% | -35.7% | -39.5% |
| 1Y | -40.3% | -4.7% | -35.6% | -40.9% |
| 3Y | +116.4% | +103.2% | +13.2% | +36.5% |
| All | -28.7% | -38.4% | +9.7% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling