-92.8%
SNAP vs QS
-75.2%
-17.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | +0.7% | -2.3% | +3.1% | +1.4% |
| 30D | +2.6% | -0.7% | +3.4% | +2.4% |
| 3M | -9.9% | -39.6% | +29.8% | +3.0% |
| 6M | +1.9% | -21.7% | +23.6% | +6.4% |
| YTD | -32.2% | -47.4% | +15.2% | -20.9% |
| 1Y | -22.8% | -28.4% | +5.5% | -24.2% |
| 3Y | -47.6% | -22.6% | -25.0% | -61.3% |
| All | -92.8% | -75.2% | -17.6% | -92.7% |
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