+111.6%
SNOW vs QLD
+178.0%
-66.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | +6.4% | -0.1% | +6.6% | +6.7% |
| 3M | +38.1% | -8.4% | +46.4% | +42.6% |
| 6M | +100.4% | +32.2% | +68.2% | +62.2% |
| YTD | +53.7% | +28.9% | +24.8% | +27.0% |
| 1Y | +52.0% | +43.8% | +8.1% | +16.7% |
| All | +111.6% | +178.0% | -66.4% | -3.2% |
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