+52.0%
SNOW vs QS
-28.5%
+80.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | +2.8% | -2.3% | +5.1% | +3.1% |
| 30D | +6.4% | -0.7% | +7.1% | +6.5% |
| 3M | +38.1% | -39.6% | +77.7% | +45.4% |
| 6M | +100.4% | -21.7% | +122.1% | +102.6% |
| YTD | +53.7% | -47.4% | +101.1% | +62.2% |
| 1Y | +52.0% | -28.4% | +80.3% | +56.0% |
| All | +52.0% | -28.5% | +80.4% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling