+572.5%
SNPS vs QSR
+135.2%
+437.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +0.9% | -4.0% | +4.9% | +2.4% |
| 30D | -3.6% | +2.8% | -6.4% | -4.8% |
| 3M | -12.9% | +5.1% | -18.0% | -14.9% |
| 6M | -8.2% | +8.8% | -17.0% | -11.8% |
| YTD | -15.4% | +14.8% | -30.2% | -20.6% |
| 1Y | -9.3% | +25.7% | -35.0% | -18.3% |
| 3Y | -14.0% | +27.5% | -41.5% | -23.8% |
| 5Y | +19.5% | +41.3% | -21.7% | +0.5% |
| All | +572.5% | +135.2% | +437.3% | +366.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling