+127.4%
SNPS vs QS
-62.6%
+190.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.5% | -1.2% |
| 7D | +1.1% | -14.0% | +15.1% | +2.3% |
| 30D | -5.2% | -6.4% | +1.2% | -4.8% |
| 3M | +10.6% | -40.3% | +50.8% | +15.3% |
| 6M | -10.6% | -57.5% | +46.9% | -4.6% |
| YTD | -3.1% | -64.7% | +61.6% | +4.4% |
| 1Y | +15.6% | -72.9% | +88.4% | +27.0% |
| 3Y | -12.9% | -33.5% | +20.5% | -15.2% |
| 5Y | +31.2% | -90.5% | +121.7% | +33.9% |
| All | +127.4% | -62.6% | +190.0% | +154.8% |
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