-7.1%
SNAP vs QS
-43.3%
+36.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.4% | +12.2% | +8.2% |
| 7D | -9.8% | -5.0% | -4.8% | -8.6% |
| 30D | -18.2% | -1.4% | -16.8% | -18.0% |
| 3M | -3.1% | -33.6% | +30.5% | +6.0% |
| 6M | -7.1% | -47.6% | +40.4% | +3.1% |
| All | -7.1% | -43.3% | +36.1% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling