I found that filters directly over intake trumpets on a car's race engine with individual throttle bodies (or even fine stainless mesh after the trumpet and before the throttle) caused a noticeable loss of power.
I use air filter foam sprayed with K&N oil on my SP's T1 airbox. I haven't noticed any significant loss of power, but the best way to tell what effect socks may have is to suck it and see on a dyno, perhaps?
Euro RC51 SP2: HRC WSB Ti Hi-Level, T1 Airbox & Snorkel, PCIII, Dymag CA5 Carbon Wheels, Ti64 Spindles (F, R & Swing Arm), Mori Link, Maxton GP7 Shock & Ohlins 832 Forks, Brembo GP Calipers & SBK narrow track (F), Braketech Disc (R), Brembo billet Underslung x 2 Brembo RCS, Tyga Triple, 7075 Stem, Probolt Titanium all over, Babyface rearsets, MR Complete Carbon Lineup, Custom Undertail & CBR 1000 LED, Watsen LED Indicators, Harris Brace, Giles clip-ons, Corbin seat, etc. 2013 BOTY.