-38.7%
SNAP vs QS
-74.4%
+35.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +2.2% |
| 7D | +6.0% | -14.0% | +20.1% | +10.4% |
| 30D | -13.8% | -6.4% | -7.4% | -12.3% |
| 3M | -0.8% | -40.3% | +39.5% | +13.9% |
| 6M | -6.2% | -57.5% | +51.3% | +15.8% |
| YTD | -34.8% | -64.7% | +29.9% | -19.5% |
| 1Y | -38.7% | -72.9% | +34.2% | -19.1% |
| All | -38.7% | -74.4% | +35.7% | -19.1% |
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