-53.8%
SNAP vs QID
-70.5%
+16.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -4.2% |
| 7D | -7.1% | +9.4% | -16.5% | 0.0% |
| 30D | -14.6% | +31.2% | -45.9% | +4.3% |
| 3M | -5.0% | +17.4% | -22.4% | +8.4% |
| 6M | -18.8% | +8.4% | -27.2% | -9.9% |
| YTD | -38.5% | -15.8% | -22.8% | -40.9% |
| 1Y | -38.1% | -16.3% | -21.7% | -40.2% |
| 3Y | -53.8% | -70.4% | +16.6% | -73.5% |
| All | -53.8% | -70.5% | +16.7% | -73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling