+5.9%
SNXX vs QLD
+6.6%
-0.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -2.3% |
| 7D | -46.5% | -3.8% | -42.7% | -33.7% |
| 30D | -74.8% | -20.5% | -54.3% | -37.4% |
| 3M | -63.4% | -14.6% | -48.8% | -27.9% |
| 6M | -85.9% | -14.7% | -71.3% | -61.8% |
| All | +5.9% | +6.6% | -0.7% | +63.5% |
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