+1,115.8%
QLD vs SNAP
-79.2%
+1,194.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -3.8% | -10.6% | +6.8% | -0.6% |
| 30D | -20.5% | -19.7% | -0.8% | -15.6% |
| 3M | -14.6% | -6.5% | -8.1% | -13.7% |
| 6M | -14.7% | -17.8% | +3.1% | -11.3% |
| YTD | +11.2% | -38.0% | +49.2% | +23.3% |
| 1Y | +7.1% | -42.5% | +49.6% | +21.0% |
| 3Y | +141.1% | -55.8% | +196.9% | +166.6% |
| 5Y | +84.3% | -90.5% | +174.8% | +161.6% |
| All | +1,115.8% | -79.2% | +1,194.9% | +1,001.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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