+66.7%
SNXX vs QLD
+12.9%
+53.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.9% | -17.6% | -21.8% |
| 7D | -47.8% | -9.4% | -38.4% | -25.7% |
| 30D | -66.0% | -17.1% | -49.0% | -33.7% |
| 3M | -57.5% | -10.4% | -47.1% | -35.4% |
| 6M | -66.7% | +0.7% | -67.5% | -47.4% |
| All | +66.7% | +12.9% | +53.8% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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