+33.4%
SOFI vs QLD
+185.2%
-151.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.3% | -4.3% |
| 7D | -6.4% | -1.2% | -5.2% | -6.2% |
| 30D | +6.8% | -15.7% | +22.5% | +21.4% |
| 3M | -9.5% | -10.0% | +0.5% | -2.6% |
| 6M | +0.1% | -11.2% | +11.3% | +7.3% |
| YTD | -37.9% | +16.4% | -54.2% | -47.2% |
| 1Y | -47.4% | +12.7% | -60.1% | -53.9% |
| 3Y | +134.4% | +152.3% | -17.9% | +7.2% |
| 5Y | -29.2% | +91.8% | -120.9% | -60.4% |
| All | +33.4% | +185.2% | -151.9% | -49.9% |
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