+368.8%
SNXX vs QS
-47.6%
+416.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.9% | -9.0% | -8.9% |
| 7D | -12.0% | -3.6% | -8.4% | -9.5% |
| 30D | +37.9% | -17.2% | +55.2% | +63.5% |
| 3M | -52.7% | -27.0% | -25.7% | -34.5% |
| 6M | +194.8% | -24.6% | +219.4% | +306.4% |
| All | +368.8% | -47.6% | +416.3% | +535.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling