-99.1%
QID vs SSNC
+173.6%
-272.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -0.2% |
| 7D | +1.3% | -4.0% | +5.3% | -2.4% |
| 30D | +2.9% | +0.5% | +2.4% | +3.6% |
| 3M | -0.7% | +18.9% | -19.6% | +15.7% |
| 6M | -29.7% | +10.8% | -40.5% | -23.4% |
| YTD | -27.9% | -7.1% | -20.7% | -33.5% |
| 1Y | -34.6% | -9.6% | -25.0% | -41.1% |
| 3Y | -73.5% | +51.1% | -124.6% | -55.9% |
| 5Y | -81.0% | +19.7% | -100.7% | -69.4% |
| All | -99.1% | +173.6% | -272.7% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling