+404.4%
SNXX vs QLD
+20.0%
+384.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.2% | -5.8% | -0.7% |
| 7D | +16.8% | -2.6% | +19.4% | +28.0% |
| 30D | +65.3% | -3.3% | +68.5% | +88.8% |
| 3M | -34.8% | +1.8% | -36.6% | -10.2% |
| 6M | +255.1% | +29.7% | +225.4% | +190.3% |
| All | +404.4% | +20.0% | +384.4% | +361.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling