-11.3%
SNPS vs QID
-71.7%
+60.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -0.7% |
| 7D | -0.6% | +1.8% | -2.4% | +1.3% |
| 30D | -9.8% | +21.6% | -31.4% | +3.9% |
| 3M | +11.7% | +12.6% | -0.9% | +23.8% |
| 6M | -10.9% | +6.9% | -17.9% | -2.7% |
| YTD | -2.1% | -20.5% | +18.4% | -9.6% |
| 1Y | +14.8% | -18.1% | +32.9% | +8.8% |
| 3Y | -11.3% | -70.7% | +59.3% | -48.2% |
| All | -11.3% | -71.7% | +60.4% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling