+29.8%
SNOW vs QS
-72.4%
+102.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -7.5% | -5.0% | -2.6% | -6.7% |
| 30D | -1.3% | -18.3% | +17.0% | +2.3% |
| 3M | +37.4% | -26.0% | +63.4% | +43.8% |
| 6M | +88.1% | -24.0% | +112.1% | +93.2% |
| YTD | +50.3% | -50.3% | +100.6% | +66.4% |
| 1Y | +46.0% | -38.0% | +84.0% | +50.3% |
| 3Y | +98.7% | -24.6% | +123.3% | +70.3% |
| 5Y | +3.5% | -75.4% | +78.9% | +1.7% |
| All | +29.8% | -72.4% | +102.3% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling