-39.0%
SNAP vs QS
-73.9%
+34.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.4% | +12.2% | +8.3% |
| 7D | -9.8% | -5.0% | -4.8% | -8.5% |
| 30D | -18.2% | -1.4% | -16.8% | -18.0% |
| 3M | -3.1% | -33.6% | +30.5% | +7.7% |
| 6M | -7.1% | -47.6% | +40.4% | +7.5% |
| YTD | -33.8% | -59.6% | +25.8% | -22.0% |
| 1Y | -39.0% | -73.5% | +34.5% | -22.1% |
| All | -39.0% | -73.9% | +34.8% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling