+47.6%
SOFI vs QLD
+215.5%
-167.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | +5.6% | +3.0% | +2.7% | +3.2% |
| 30D | -2.0% | -1.8% | -0.2% | -0.3% |
| 3M | +9.2% | -1.8% | +11.0% | +9.7% |
| 6M | -4.7% | +36.9% | -41.6% | -27.9% |
| YTD | -31.2% | +28.7% | -59.9% | -45.3% |
| 1Y | -30.6% | +41.9% | -72.5% | -48.4% |
| 3Y | +110.6% | +184.2% | -73.6% | -11.2% |
| 5Y | +16.4% | +122.1% | -105.7% | -41.0% |
| All | +47.6% | +215.5% | -167.8% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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