+112.6%
SOFI vs QLD
+188.2%
-75.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | +0.9% | +0.6% | +0.3% | +0.5% |
| 30D | -0.2% | -0.1% | 0.0% | +0.2% |
| 3M | +6.2% | -8.4% | +14.6% | +12.9% |
| 6M | -2.6% | +32.2% | -34.8% | -25.6% |
| YTD | -30.4% | +28.9% | -59.3% | -45.7% |
| 1Y | -28.2% | +43.8% | -72.0% | -48.2% |
| All | +112.6% | +188.2% | -75.6% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling