-77.7%
SNAP vs QSR
+98.4%
-176.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +0.7% | +2.4% | -1.7% | -0.6% |
| 30D | +2.6% | +7.6% | -5.0% | -1.6% |
| 3M | -9.9% | +12.6% | -22.5% | -16.0% |
| 6M | +1.9% | +14.4% | -12.5% | -6.7% |
| YTD | -32.2% | +19.6% | -51.8% | -39.9% |
| 1Y | -22.8% | +33.9% | -56.7% | -36.2% |
| 3Y | -47.6% | +27.1% | -74.7% | -56.2% |
| 5Y | -92.7% | +48.5% | -141.3% | -94.5% |
| All | -77.7% | +98.4% | -176.1% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling