+17.9%
SNPS vs QS
-74.8%
+92.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +6.9% | +1.3% |
| 7D | -5.5% | -4.2% | -1.2% | -4.9% |
| 30D | -4.5% | -15.7% | +11.2% | -2.1% |
| 3M | -15.5% | -28.7% | +13.2% | -11.9% |
| 6M | -10.1% | -23.2% | +13.2% | -7.8% |
| YTD | -16.3% | -49.9% | +33.6% | -9.3% |
| 1Y | -34.9% | -38.8% | +3.9% | -32.6% |
| 3Y | -14.4% | -24.0% | +9.7% | -22.6% |
| 5Y | +17.9% | -75.6% | +93.5% | +17.5% |
| All | +17.9% | -74.8% | +92.7% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling