+31.7%
SNPS vs QSR
+53.9%
-22.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +1.1% | -2.9% | +4.0% | +2.2% |
| 30D | -5.2% | +4.1% | -9.3% | -7.0% |
| 3M | +10.6% | -0.7% | +11.2% | +10.0% |
| 6M | -10.6% | +0.4% | -11.1% | -11.8% |
| YTD | -3.1% | +13.5% | -16.6% | -10.5% |
| 1Y | +15.6% | +11.0% | +4.6% | +7.7% |
| 3Y | -12.9% | +22.0% | -34.9% | -25.6% |
| All | +31.7% | +53.9% | -22.2% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling