+2,243.3%
SNPS vs QLD
+7,183.5%
-4,940.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -12.7% | +7.8% | +1.0% |
| 7D | -10.2% | -18.6% | +8.4% | -1.5% |
| 30D | -12.8% | -28.3% | +15.4% | +1.4% |
| 3M | +9.9% | -20.4% | +30.2% | +21.9% |
| 6M | -12.4% | -14.3% | +1.9% | -7.4% |
| YTD | -6.3% | +2.8% | -9.0% | -8.8% |
| 1Y | +7.6% | -1.2% | +8.8% | +6.5% |
| 3Y | -9.8% | +135.3% | -145.1% | -40.1% |
| 5Y | +29.2% | +62.6% | -33.4% | -4.1% |
| 10Y | +663.8% | +1,384.3% | -720.5% | +121.9% |
| All | +2,243.3% | +7,183.5% | -4,940.2% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling