+32.1%
SNOW vs QS
-70.3%
+102.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | +4.9% | +2.2% | +2.7% | +4.5% |
| 30D | +1.5% | -8.1% | +9.6% | +3.0% |
| 3M | +39.5% | -27.0% | +66.6% | +46.4% |
| 6M | +85.9% | -16.4% | +102.3% | +87.7% |
| YTD | +52.9% | -46.4% | +99.3% | +67.0% |
| 1Y | +48.1% | -41.1% | +89.2% | +53.9% |
| 3Y | +102.2% | -18.6% | +120.8% | +70.9% |
| 5Y | +5.5% | -73.0% | +78.5% | +2.0% |
| All | +32.1% | -70.3% | +102.4% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling