+1,570.9%
QQQ vs SNPS
+1,567.0%
+3.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +2.5% |
| 7D | +0.4% | -11.0% | +11.4% | +5.3% |
| 30D | +0.2% | -1.7% | +2.0% | +0.2% |
| 3M | -2.8% | -20.4% | +17.5% | +5.9% |
| 6M | +18.0% | -8.6% | +26.6% | +20.0% |
| YTD | +17.3% | -16.2% | +33.5% | +22.9% |
| 1Y | +25.6% | -34.6% | +60.2% | +37.2% |
| 3Y | +93.7% | -14.5% | +108.2% | +80.1% |
| 5Y | +94.2% | +17.0% | +77.2% | +53.4% |
| 10Y | +557.9% | +560.0% | -2.2% | +140.1% |
| All | +1,570.9% | +1,567.0% | +3.9% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 all: compounded portfolio wealth divided by compounded SNPS 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…
all analysis · Full analysis span regression · 6 months rolling