+804.3%
SNPS vs QSR
+218.5%
+585.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -11.0% | +2.4% | -13.5% | -11.8% |
| 30D | -1.7% | +7.6% | -9.4% | -4.4% |
| 3M | -20.4% | +12.6% | -33.0% | -24.0% |
| 6M | -8.6% | +14.4% | -23.0% | -13.5% |
| YTD | -16.2% | +19.6% | -35.8% | -22.1% |
| 1Y | -34.6% | +33.9% | -68.5% | -41.9% |
| 3Y | -14.5% | +27.1% | -41.6% | -23.4% |
| 5Y | +17.0% | +48.5% | -31.6% | -1.8% |
| 10Y | +560.0% | +126.2% | +433.8% | +366.1% |
| All | +804.3% | +218.5% | +585.8% | +492.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling