+121.0%
QLD vs SNAP
-92.8%
+213.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.4% | +1.5% |
| 7D | +0.6% | +0.7% | -0.2% | +0.3% |
| 30D | -0.1% | +2.6% | -2.8% | -1.4% |
| 3M | -8.4% | -9.9% | +1.5% | -6.6% |
| 6M | +32.2% | +1.9% | +30.3% | +28.8% |
| YTD | +28.9% | -32.2% | +61.1% | +40.3% |
| 1Y | +43.8% | -22.8% | +66.7% | +49.6% |
| 3Y | +176.6% | -47.6% | +224.2% | +189.6% |
| All | +121.0% | -92.8% | +213.8% | +232.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling