+558.6%
SNPS vs QLD
+1,646.9%
-1,088.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | -11.0% | +0.6% | -11.6% | -11.3% |
| 30D | -1.7% | -0.1% | -1.6% | -1.5% |
| 3M | -20.4% | -8.4% | -12.0% | -17.6% |
| 6M | -8.6% | +32.2% | -40.8% | -23.2% |
| YTD | -16.2% | +28.9% | -45.1% | -28.5% |
| 1Y | -34.6% | +43.8% | -78.4% | -47.4% |
| 3Y | -14.5% | +176.6% | -191.1% | -52.8% |
| 5Y | +17.0% | +121.6% | -104.6% | -31.8% |
| All | +558.6% | +1,646.9% | -1,088.3% | +31.8% |
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