+432.9%
SNXX vs QS
-45.6%
+478.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.6% | +22.8% | +22.8% |
| 7D | +34.9% | -2.3% | +37.2% | +38.1% |
| 30D | +52.5% | -0.7% | +53.3% | +49.7% |
| 3M | -41.3% | -39.6% | -1.7% | -6.1% |
| 6M | +293.8% | -21.7% | +315.5% | +426.4% |
| All | +432.9% | -45.6% | +478.5% | +602.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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