+86.2%
SNOW vs QLD
+149.9%
-63.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.8% | -1.3% | +1.6% |
| 7D | +0.2% | -1.4% | +1.6% | +0.7% |
| 30D | -21.1% | -19.6% | -1.5% | -10.6% |
| 3M | -11.9% | -14.1% | +2.2% | -3.9% |
| 6M | +91.0% | -13.6% | +104.6% | +103.0% |
| YTD | +32.7% | +12.5% | +20.2% | +18.7% |
| 1Y | +10.8% | +13.1% | -2.4% | -1.5% |
| 3Y | +86.2% | +154.7% | -68.5% | -4.5% |
| All | +86.2% | +149.9% | -63.7% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling