+96.7%
SNPS vs QS
-44.4%
+141.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -5.9% | -5.4% |
| 7D | -11.0% | -2.3% | -8.7% | -10.8% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | -20.4% | -39.6% | +19.3% | -17.3% |
| 6M | -8.6% | -21.7% | +13.1% | -7.4% |
| YTD | -16.2% | -47.4% | +31.3% | -12.5% |
| 1Y | -34.6% | -28.4% | -6.2% | -33.9% |
| 3Y | -14.5% | -22.6% | +8.1% | -17.9% |
| 5Y | +17.0% | -75.6% | +92.6% | +15.0% |
| All | +96.7% | -44.4% | +141.1% | +113.6% |
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