-34.6%
SNPS vs QSR
+33.2%
-67.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -11.0% | +2.4% | -13.5% | -10.9% |
| 30D | -1.7% | +7.6% | -9.4% | -1.7% |
| 3M | -20.4% | +12.6% | -33.0% | -20.1% |
| 6M | -8.6% | +14.4% | -23.0% | -8.4% |
| YTD | -16.2% | +19.6% | -35.8% | -15.1% |
| 1Y | -34.6% | +33.9% | -68.5% | -33.9% |
| All | -34.6% | +33.2% | -67.8% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling