+404.4%
SNXX vs QS
-48.6%
+452.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -7.2% |
| 7D | +16.8% | -5.0% | +21.7% | +22.0% |
| 30D | +65.3% | -18.3% | +83.6% | +98.7% |
| 3M | -34.8% | -26.0% | -8.8% | -9.7% |
| 6M | +255.1% | -24.0% | +279.2% | +394.1% |
| All | +404.4% | -48.6% | +452.9% | +597.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling