-76.8%
SNAP vs QSR
+90.5%
-167.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.5% |
| 7D | +3.8% | -4.0% | +7.8% | +6.3% |
| 30D | +9.2% | +2.8% | +6.5% | +7.7% |
| 3M | +6.6% | +5.1% | +1.5% | +3.4% |
| 6M | +16.9% | +8.8% | +8.1% | +10.2% |
| YTD | -29.6% | +14.8% | -44.4% | -36.1% |
| 1Y | -22.1% | +25.7% | -47.8% | -33.2% |
| 3Y | -39.8% | +27.5% | -67.4% | -49.9% |
| 5Y | -92.4% | +41.3% | -133.6% | -94.1% |
| All | -76.8% | +90.5% | -167.3% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling