-45.7%
SOFI vs QLD
+10.7%
-56.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.1% | +0.3% |
| 7D | -4.9% | +7.0% | -11.9% | -9.4% |
| 30D | +8.4% | -14.3% | +22.8% | +20.0% |
| 3M | -16.3% | -16.0% | -0.3% | -6.1% |
| 6M | +0.7% | -14.2% | +15.0% | +8.8% |
| YTD | -41.1% | +12.8% | -53.9% | -49.8% |
| 1Y | -45.7% | +14.1% | -59.7% | -54.3% |
| All | -45.7% | +10.7% | -56.3% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling