+41.1%
SOFI vs QS
-91.2%
+132.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -7.0% | -5.0% | -2.1% | -5.4% |
| 30D | -4.3% | -18.3% | +14.0% | +2.5% |
| 3M | +8.4% | -26.0% | +34.4% | +18.8% |
| 6M | -5.9% | -24.0% | +18.1% | +1.0% |
| YTD | -34.3% | -50.3% | +16.0% | -19.3% |
| 1Y | -32.6% | -38.0% | +5.4% | -26.9% |
| 3Y | +101.3% | -24.6% | +125.9% | +64.0% |
| 5Y | +12.6% | -75.4% | +88.0% | +23.2% |
| All | +41.1% | -91.2% | +132.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling