+3.3%
SNOW vs QSR
+40.5%
-37.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | -2.4% | -4.0% | +1.6% | -0.2% |
| 30D | -1.0% | +2.8% | -3.7% | -2.6% |
| 3M | +36.9% | +5.1% | +31.8% | +32.3% |
| 6M | +83.4% | +8.8% | +74.6% | +72.1% |
| YTD | +50.0% | +14.8% | +35.1% | +35.4% |
| 1Y | +46.5% | +25.7% | +20.8% | +23.2% |
| 3Y | +93.3% | +27.5% | +65.8% | +50.6% |
| All | +3.3% | +40.5% | -37.2% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling