+32.8%
SNOW vs QID
-91.0%
+123.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.7% |
| 7D | +2.8% | -0.6% | +3.4% | +2.6% |
| 30D | +6.4% | 0.0% | +6.4% | +7.1% |
| 3M | +38.1% | +3.7% | +34.4% | +44.5% |
| 6M | +100.4% | -29.9% | +130.2% | +57.9% |
| YTD | +53.7% | -28.8% | +82.5% | +24.6% |
| 1Y | +52.0% | -37.2% | +89.1% | +14.3% |
| 3Y | +114.7% | -73.7% | +188.4% | -0.4% |
| 5Y | +8.8% | -80.7% | +89.5% | -40.6% |
| All | +32.8% | -91.0% | +123.8% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling