+42.0%
SOFI vs QS
-91.0%
+133.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | -4.9% | -3.6% | -1.3% | -3.8% |
| 30D | -3.5% | -17.2% | +13.8% | +3.0% |
| 3M | +3.9% | -27.0% | +30.9% | +14.3% |
| 6M | -6.5% | -24.6% | +18.0% | +0.5% |
| YTD | -33.8% | -49.3% | +15.5% | -19.3% |
| 1Y | -33.3% | -40.3% | +7.1% | -26.7% |
| 3Y | +94.6% | -23.8% | +118.4% | +58.1% |
| 5Y | +13.3% | -75.0% | +88.2% | +23.2% |
| All | +42.0% | -91.0% | +133.0% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling