-14.6%
SNPS vs QS
-19.7%
+5.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | -5.5% | +2.2% | -7.7% | -5.7% |
| 30D | -5.8% | -8.1% | +2.3% | -4.9% |
| 3M | -17.2% | -27.0% | +9.8% | -14.7% |
| 6M | -10.4% | -16.4% | +6.1% | -9.4% |
| YTD | -16.5% | -46.4% | +29.8% | -12.0% |
| 1Y | -35.6% | -41.1% | +5.5% | -33.5% |
| 3Y | -14.6% | -18.6% | +4.0% | -15.9% |
| All | -14.6% | -19.7% | +5.1% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling