+98.4%
SNPS vs QS
-47.4%
+145.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -4.6% | -5.0% | +0.4% | -4.2% |
| 30D | -3.3% | -18.3% | +15.0% | -1.7% |
| 3M | -13.8% | -26.0% | +12.2% | -11.9% |
| 6M | -8.2% | -24.0% | +15.8% | -6.7% |
| YTD | -15.4% | -50.3% | +34.8% | -11.3% |
| 1Y | +2.4% | -38.0% | +40.4% | +4.8% |
| 3Y | -13.5% | -24.6% | +11.1% | -16.8% |
| 5Y | +19.5% | -75.4% | +94.9% | +17.9% |
| All | +98.4% | -47.4% | +145.8% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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