+28.1%
SOFI vs QLD
+183.4%
-155.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.4% |
| 7D | -2.6% | +12.5% | -15.1% | -11.6% |
| 30D | +2.6% | -15.7% | +18.3% | +16.5% |
| 3M | -12.9% | -11.9% | -1.0% | -4.6% |
| 6M | -1.7% | -10.3% | +8.6% | +4.5% |
| YTD | -40.3% | +15.6% | -55.9% | -49.0% |
| 1Y | -51.5% | +12.1% | -63.6% | -57.3% |
| 3Y | +125.2% | +150.7% | -25.4% | +3.6% |
| 5Y | -31.3% | +86.6% | -117.9% | -60.8% |
| All | +28.1% | +183.4% | -155.3% | -51.6% |
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