+2,102.7%
SNPS vs QID
-100.0%
+2,202.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.6% |
| 7D | -11.0% | -0.6% | -10.4% | -11.2% |
| 30D | -1.7% | 0.0% | -1.7% | -1.3% |
| 3M | -20.4% | +3.7% | -24.1% | -17.4% |
| 6M | -8.6% | -29.9% | +21.2% | -19.8% |
| YTD | -16.2% | -28.8% | +12.6% | -25.2% |
| 1Y | -34.6% | -37.2% | +2.6% | -44.0% |
| 3Y | -14.5% | -73.7% | +59.3% | -42.8% |
| 5Y | +17.0% | -80.7% | +97.7% | -17.0% |
| 10Y | +560.0% | -99.1% | +659.2% | +91.2% |
| All | +2,102.7% | -100.0% | +2,202.7% | +149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling