+94.6%
SOFI vs QSR
+25.8%
+68.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -4.9% | -4.0% | -0.9% | -3.7% |
| 30D | -3.5% | +2.8% | -6.2% | -4.3% |
| 3M | +3.9% | +5.1% | -1.2% | +2.0% |
| 6M | -6.5% | +8.8% | -15.3% | -10.1% |
| YTD | -33.8% | +14.8% | -48.7% | -37.8% |
| 1Y | -33.3% | +25.7% | -59.0% | -40.4% |
| 3Y | +94.6% | +27.5% | +67.1% | +59.7% |
| All | +94.6% | +25.8% | +68.8% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling