+46.8%
SNOW vs QS
-37.9%
+84.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -7.5% | -5.0% | -2.6% | -6.9% |
| 30D | -1.3% | -18.3% | +17.0% | +1.3% |
| 3M | +37.4% | -26.0% | +63.4% | +41.9% |
| 6M | +88.1% | -24.0% | +112.1% | +91.0% |
| YTD | +50.3% | -50.3% | +100.6% | +60.7% |
| All | +46.8% | -37.9% | +84.7% | +55.9% |
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