-79.7%
SNAP vs QID
-98.7%
+18.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -4.2% |
| 7D | -7.1% | +9.4% | -16.5% | +0.1% |
| 30D | -14.6% | +31.2% | -45.9% | +4.6% |
| 3M | -5.0% | +17.4% | -22.4% | +8.5% |
| 6M | -18.8% | +8.4% | -27.2% | -9.7% |
| YTD | -38.5% | -15.8% | -22.8% | -40.2% |
| 1Y | -38.1% | -16.3% | -21.7% | -39.6% |
| 3Y | -53.8% | -70.4% | +16.6% | -72.9% |
| 5Y | -90.7% | -74.8% | -15.9% | -93.0% |
| All | -79.7% | -98.7% | +18.9% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling