+94.8%
SNOW vs QS
-25.4%
+120.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | -0.4% |
| 7D | +8.4% | -4.2% | +12.6% | +8.9% |
| 30D | -1.0% | -15.7% | +14.7% | +1.0% |
| 3M | +38.3% | -28.7% | +67.0% | +43.0% |
| 6M | +81.3% | -23.2% | +104.5% | +84.2% |
| YTD | +51.1% | -49.9% | +101.0% | +60.8% |
| 1Y | +47.0% | -38.8% | +85.8% | +50.6% |
| All | +94.8% | -25.4% | +120.2% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling