+129.7%
SNPS vs QS
-54.8%
+184.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.3% |
| 7D | -0.6% | +8.0% | -8.6% | -1.3% |
| 30D | -9.8% | -2.8% | -7.0% | -9.7% |
| 3M | +11.7% | -28.1% | +39.8% | +14.7% |
| 6M | -10.9% | -41.0% | +30.0% | -7.6% |
| YTD | -2.1% | -57.3% | +55.2% | +3.9% |
| 1Y | +14.8% | -72.7% | +87.4% | +25.8% |
| 3Y | -11.3% | -18.6% | +7.3% | -15.0% |
| 5Y | +36.2% | -87.0% | +123.2% | +36.7% |
| All | +129.7% | -54.8% | +184.6% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling