-78.5%
SNAP vs QSR
+88.3%
-166.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +6.0% | -2.9% | +9.0% | +7.8% |
| 30D | -13.8% | +4.1% | -17.9% | -15.8% |
| 3M | -0.8% | -0.7% | -0.1% | -0.5% |
| 6M | -6.2% | +0.4% | -6.7% | -7.0% |
| YTD | -34.8% | +13.5% | -48.3% | -40.5% |
| 1Y | -38.7% | +11.0% | -49.7% | -43.5% |
| 3Y | -53.5% | +22.0% | -75.4% | -60.3% |
| 5Y | -90.2% | +57.1% | -147.3% | -92.8% |
| All | -78.5% | +88.3% | -166.8% | -87.4% |
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