-28.7%
SOFI vs QLD
+66.7%
-95.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.5% | -1.0% |
| 7D | -3.3% | -10.3% | +7.0% | +5.1% |
| 30D | +3.5% | -26.1% | +29.6% | +31.2% |
| 3M | -10.4% | -17.8% | +7.3% | +3.9% |
| 6M | -0.6% | -15.6% | +15.0% | +11.0% |
| YTD | -38.1% | +5.4% | -43.5% | -43.0% |
| 1Y | -40.3% | +5.2% | -45.5% | -44.6% |
| 3Y | +116.4% | +139.4% | -23.0% | +2.9% |
| All | -28.7% | +66.7% | -95.5% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling