+15.4%
SOFI vs QSR
+40.5%
-25.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -4.9% | -4.0% | -0.9% | -2.8% |
| 30D | -3.5% | +2.8% | -6.2% | -4.9% |
| 3M | +3.9% | +5.1% | -1.2% | +0.4% |
| 6M | -6.5% | +8.8% | -15.3% | -12.5% |
| YTD | -33.8% | +14.8% | -48.7% | -40.5% |
| 1Y | -33.3% | +25.7% | -59.0% | -44.3% |
| 3Y | +94.6% | +27.5% | +67.1% | +52.5% |
| All | +15.4% | +40.5% | -25.1% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling