+141.1%
QLD vs SNAP
-54.3%
+195.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -3.8% | -10.6% | +6.8% | -0.4% |
| 30D | -20.5% | -19.7% | -0.8% | -15.3% |
| 3M | -14.6% | -6.5% | -8.1% | -13.5% |
| 6M | -14.7% | -17.8% | +3.1% | -11.0% |
| YTD | +11.2% | -38.0% | +49.2% | +23.5% |
| 1Y | +7.1% | -42.5% | +49.6% | +21.2% |
| 3Y | +141.1% | -55.8% | +196.9% | +144.0% |
| All | +141.1% | -54.3% | +195.4% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling