+91.3%
SNOW vs QLD
+140.3%
-49.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +0.9% |
| 7D | -9.9% | -10.3% | +0.4% | -4.2% |
| 30D | -17.1% | -26.1% | +8.9% | -1.4% |
| 3M | -13.2% | -17.8% | +4.5% | -2.9% |
| 6M | +97.4% | -15.6% | +113.0% | +112.1% |
| YTD | +25.8% | +5.4% | +20.4% | +16.8% |
| 1Y | +4.2% | +5.2% | -1.0% | -3.4% |
| 3Y | +91.3% | +139.4% | -48.1% | -4.7% |
| All | +91.3% | +140.3% | -49.0% | -4.7% |
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