-79.4%
SNAP vs QID
-98.7%
+19.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.8% | +8.7% | -2.7% |
| 7D | -7.3% | -0.8% | -6.6% | -6.3% |
| 30D | -18.9% | +20.1% | -39.0% | -6.3% |
| 3M | -5.3% | +11.8% | -17.1% | +4.9% |
| 6M | -16.9% | +5.5% | -22.5% | -9.2% |
| YTD | -37.4% | -21.5% | -15.9% | -41.8% |
| 1Y | -38.5% | -22.6% | -15.9% | -42.9% |
| 3Y | -55.1% | -72.3% | +17.2% | -74.8% |
| 5Y | -90.8% | -76.9% | -13.9% | -93.5% |
| All | -79.4% | -98.7% | +19.4% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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