-5.1%
SNXX vs QSR
+20.6%
-25.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | +0.2% | -43.3% | -42.8% |
| 7D | -66.8% | +7.6% | -74.4% | -62.3% |
| 30D | -79.7% | +11.8% | -91.5% | -75.2% |
| 3M | -72.8% | +6.4% | -79.2% | -69.1% |
| 6M | -84.7% | -2.1% | -82.6% | -82.7% |
| All | -5.1% | +20.6% | -25.7% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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