+29.6%
SNOW vs QID
-90.9%
+120.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -1.5% |
| 7D | -2.4% | +1.3% | -3.7% | -1.5% |
| 30D | -1.0% | +2.9% | -3.9% | +1.7% |
| 3M | +36.9% | -0.7% | +37.6% | +38.1% |
| 6M | +83.4% | -29.7% | +113.0% | +44.7% |
| YTD | +50.0% | -27.9% | +77.8% | +22.7% |
| 1Y | +46.5% | -34.6% | +81.1% | +13.6% |
| 3Y | +93.3% | -73.5% | +166.9% | -9.9% |
| 5Y | +3.3% | -81.0% | +84.3% | -44.1% |
| All | +29.6% | -90.9% | +120.5% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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