+684.5%
SNPS vs QLD
+1,387.1%
-702.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.8% |
| 7D | -0.6% | -3.8% | +3.2% | +1.1% |
| 30D | -9.8% | -20.5% | +10.7% | +2.0% |
| 3M | +11.7% | -14.6% | +26.4% | +21.5% |
| 6M | -10.9% | -14.7% | +3.7% | -4.8% |
| YTD | -2.1% | +11.2% | -13.3% | -9.8% |
| 1Y | +14.8% | +7.1% | +7.7% | +7.8% |
| 3Y | -11.3% | +141.1% | -152.4% | -47.4% |
| 5Y | +36.2% | +84.3% | -48.1% | -12.6% |
| 10Y | +684.5% | +1,450.1% | -765.6% | +62.2% |
| All | +684.5% | +1,387.1% | -702.6% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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