-42.2%
SNAP vs QSR
+28.6%
-70.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | +0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +1.9% | +5.9% | -4.1% | -0.5% |
| 3M | -3.9% | +10.5% | -14.4% | -7.9% |
| 6M | +5.2% | +7.7% | -2.5% | +1.0% |
| YTD | -32.7% | +16.8% | -49.5% | -38.2% |
| 1Y | -24.8% | +30.9% | -55.7% | -35.3% |
| 3Y | -42.2% | +28.2% | -70.4% | -53.6% |
| All | -42.2% | +28.6% | -70.8% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling