+66.7%
SNXX vs QS
-56.0%
+122.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +7.5% | -23.3% | -22.4% |
| 7D | -47.8% | +4.5% | -52.3% | -49.9% |
| 30D | -66.0% | -4.1% | -61.9% | -64.9% |
| 3M | -57.5% | -22.1% | -35.3% | -48.1% |
| 6M | -66.7% | -38.4% | -28.3% | -44.5% |
| All | +66.7% | -56.0% | +122.7% | +164.0% |
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