-12.9%
SNPS vs QSR
+21.7%
-34.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +1.1% | -2.9% | +4.0% | +1.6% |
| 30D | -5.2% | +4.1% | -9.3% | -6.1% |
| 3M | +10.6% | -0.7% | +11.2% | +10.4% |
| 6M | -10.6% | +0.4% | -11.1% | -11.1% |
| YTD | -3.1% | +13.5% | -16.6% | -7.7% |
| 1Y | +15.6% | +11.0% | +4.6% | +10.8% |
| 3Y | -12.9% | +22.0% | -34.9% | -18.2% |
| All | -12.9% | +21.7% | -34.7% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling