+32.8%
SNOW vs QLD
+295.5%
-262.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.7% |
| 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% | +43.0% |
| 6M | +100.4% | +32.2% | +68.2% | +54.9% |
| YTD | +53.7% | +28.9% | +24.8% | +21.6% |
| 1Y | +52.0% | +43.8% | +8.1% | +9.9% |
| 3Y | +114.7% | +176.6% | -61.9% | -13.6% |
| 5Y | +8.8% | +121.6% | -112.8% | -49.5% |
| All | +32.8% | +295.5% | -262.7% | -58.3% |
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