-91.0%
SNAP vs QS
-86.5%
-4.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -3.8% |
| 7D | -7.1% | +5.4% | -12.5% | -8.4% |
| 30D | -14.6% | -5.3% | -9.3% | -13.4% |
| 3M | -5.0% | -22.6% | +17.6% | +1.9% |
| 6M | -18.8% | -46.2% | +27.3% | -5.1% |
| YTD | -38.5% | -58.9% | +20.4% | -23.0% |
| 1Y | -38.1% | -73.1% | +35.0% | -12.4% |
| 3Y | -53.8% | -27.2% | -26.6% | -66.4% |
| All | -91.0% | -86.5% | -4.5% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling