-24.8%
SNAP vs QS
-44.4%
+19.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.1% |
| 7D | +1.5% | +2.2% | -0.7% | +1.1% |
| 30D | +1.9% | -8.1% | +9.9% | +3.4% |
| 3M | -3.9% | -27.0% | +23.1% | +0.7% |
| 6M | +5.2% | -16.4% | +21.7% | +6.7% |
| YTD | -32.7% | -46.4% | +13.6% | -27.9% |
| 1Y | -24.8% | -41.1% | +16.3% | -21.3% |
| All | -24.8% | -44.4% | +19.6% | -21.3% |
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