-77.8%
SNAP vs QID
-98.9%
+21.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.5% |
| 7D | +1.5% | -2.7% | +4.2% | -0.3% |
| 30D | +1.9% | +1.8% | +0.1% | +3.2% |
| 3M | -3.9% | -2.2% | -1.7% | -3.0% |
| 6M | +5.2% | -32.1% | +37.4% | -14.7% |
| YTD | -32.7% | -28.6% | -4.1% | -42.8% |
| 1Y | -24.8% | -36.3% | +11.5% | -39.8% |
| 3Y | -42.2% | -74.4% | +32.2% | -69.7% |
| 5Y | -92.7% | -80.8% | -11.9% | -95.4% |
| All | -77.8% | -98.9% | +21.0% | -94.9% |
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