+6.1%
SNOW vs QLD
+215.3%
-209.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -12.7% | +5.5% | +1.9% |
| 7D | -18.4% | -18.6% | +0.2% | -5.6% |
| 30D | -19.8% | -28.3% | +8.5% | +1.8% |
| 3M | -14.9% | -20.4% | +5.5% | 0.0% |
| 6M | +90.2% | -14.3% | +104.5% | +104.1% |
| YTD | +22.9% | +2.8% | +20.1% | +14.0% |
| 1Y | +1.8% | -1.2% | +3.0% | -3.2% |
| 3Y | +79.7% | +135.3% | -55.6% | -19.4% |
| 5Y | -26.1% | +62.6% | -88.7% | -57.4% |
| All | +6.1% | +215.3% | -209.2% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling