+1,052.2%
QLD vs SNAP
-79.3%
+1,131.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.2% |
| 7D | -10.3% | -7.1% | -3.2% | -8.3% |
| 30D | -26.1% | -14.6% | -11.4% | -22.8% |
| 3M | -17.8% | -5.0% | -12.8% | -17.2% |
| 6M | -15.6% | -18.8% | +3.3% | -12.0% |
| YTD | +5.4% | -38.5% | +43.9% | +17.1% |
| 1Y | +5.2% | -38.1% | +43.3% | +16.5% |
| 3Y | +139.4% | -53.8% | +193.2% | +161.5% |
| 5Y | +66.7% | -90.7% | +157.4% | +137.4% |
| All | +1,052.2% | -79.3% | +1,131.5% | +946.1% |
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