+433.2%
SNXX vs QLD
+23.4%
+409.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.6% |
| 7D | +26.7% | +3.0% | +23.7% | +14.8% |
| 30D | +90.7% | -1.8% | +92.5% | +106.5% |
| 3M | -30.9% | -1.8% | -29.1% | +0.6% |
| 6M | +409.9% | +36.9% | +373.1% | +262.2% |
| All | +433.2% | +23.4% | +409.9% | +343.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling