+9.9%
SNXX vs QLD
+8.1%
+1.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.5% | -9.1% | -3.7% |
| 7D | +8.5% | +7.0% | +1.5% | -10.5% |
| 30D | -66.5% | -14.3% | -52.2% | -33.2% |
| 3M | -74.6% | -16.0% | -58.6% | -46.4% |
| 6M | -82.8% | -14.2% | -68.6% | -53.1% |
| All | +9.9% | +8.1% | +1.8% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling