+14.7%
SOFI vs QS
-75.4%
+90.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -7.0% | -5.0% | -2.1% | -5.3% |
| 30D | -4.3% | -18.3% | +14.0% | +3.1% |
| 3M | +8.4% | -26.0% | +34.4% | +19.7% |
| 6M | -5.9% | -24.0% | +18.1% | +1.4% |
| YTD | -34.3% | -50.3% | +16.0% | -17.9% |
| 1Y | -32.6% | -38.0% | +5.4% | -26.9% |
| 3Y | +101.3% | -24.6% | +125.9% | +55.3% |
| All | +14.7% | -75.4% | +90.0% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling