+660.9%
SNPS vs QID
-99.0%
+760.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -0.2% |
| 7D | +1.1% | -7.1% | +8.2% | -2.7% |
| 30D | -5.2% | +12.6% | -17.8% | +3.0% |
| 3M | +10.6% | +14.2% | -3.7% | +22.2% |
| 6M | -10.6% | +6.2% | -16.8% | -3.4% |
| YTD | -3.1% | -21.8% | +18.7% | -9.4% |
| 1Y | +15.6% | -23.1% | +38.7% | +7.7% |
| 3Y | -12.9% | -71.3% | +58.4% | -43.7% |
| 5Y | +31.2% | -77.0% | +108.2% | -4.7% |
| All | +660.9% | -99.0% | +760.0% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling