+6.9%
SOFI vs TOST
-49.0%
+55.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.1% |
| 7D | +5.6% | -0.9% | +6.5% | +6.2% |
| 30D | -2.0% | -3.5% | +1.4% | -0.4% |
| 3M | +9.2% | +38.1% | -29.0% | -9.0% |
| 6M | -4.7% | +9.9% | -14.6% | -11.1% |
| YTD | -31.2% | -6.3% | -25.0% | -31.0% |
| 1Y | -30.6% | -18.3% | -12.3% | -25.3% |
| 3Y | +110.6% | +59.7% | +50.9% | +54.3% |
| All | +6.9% | -49.0% | +55.9% | -9.3% |
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