+660.9%
SNPS vs QLD
+1,468.8%
-807.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.3% |
| 7D | +1.1% | +7.0% | -6.0% | -2.8% |
| 30D | -5.2% | -14.3% | +9.2% | +2.7% |
| 3M | +10.6% | -16.0% | +26.6% | +21.3% |
| 6M | -10.6% | -14.2% | +3.6% | -4.8% |
| YTD | -3.1% | +12.8% | -15.8% | -11.5% |
| 1Y | +15.6% | +14.1% | +1.5% | +4.7% |
| 3Y | -12.9% | +146.0% | -158.9% | -48.9% |
| 5Y | +31.2% | +82.0% | -50.8% | -15.4% |
| All | +660.9% | +1,468.8% | -807.9% | +51.4% |
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