+16.5%
SNOW vs QLD
+241.2%
-224.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.5% |
| 7D | +0.2% | -3.8% | +4.0% | +2.6% |
| 30D | -19.8% | -20.5% | +0.7% | -5.5% |
| 3M | -11.6% | -14.6% | +3.0% | -1.3% |
| 6M | +94.0% | -14.7% | +108.7% | +110.0% |
| YTD | +34.8% | +11.2% | +23.6% | +18.1% |
| 1Y | +10.1% | +7.1% | +3.1% | -1.1% |
| 3Y | +84.4% | +141.1% | -56.7% | -18.4% |
| 5Y | -18.1% | +84.3% | -102.4% | -56.8% |
| All | +16.5% | +241.2% | -224.7% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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