+49.3%
SOFI vs QLD
+216.0%
-166.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.8% |
| 6M | -2.6% | +32.2% | -34.8% | -24.2% |
| YTD | -30.4% | +28.9% | -59.3% | -44.8% |
| 1Y | -28.2% | +43.8% | -72.0% | -47.1% |
| 3Y | +107.3% | +176.6% | -69.3% | -10.7% |
| 5Y | +20.2% | +121.6% | -101.4% | -39.0% |
| All | +49.3% | +216.0% | -166.6% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling