+93.8%
SNOW vs QSR
+25.0%
+68.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -7.5% | -4.7% | -2.8% | -6.2% |
| 30D | -1.3% | +4.3% | -5.6% | -2.5% |
| 3M | +37.4% | +5.4% | +32.0% | +35.0% |
| 6M | +88.1% | +8.2% | +79.9% | +82.5% |
| YTD | +50.3% | +14.1% | +36.2% | +43.1% |
| 1Y | +46.0% | +28.1% | +17.9% | +32.2% |
| All | +93.8% | +25.0% | +68.7% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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