-73.0%
QID vs SSNC
+46.7%
-119.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.0% |
| 7D | +2.7% | -6.7% | +9.5% | -1.3% |
| 30D | +3.3% | -0.8% | +4.1% | +3.0% |
| 3M | -5.5% | +16.1% | -21.6% | +2.4% |
| 6M | -28.4% | +7.9% | -36.3% | -26.7% |
| YTD | -26.6% | -8.7% | -17.9% | -34.8% |
| 1Y | -34.1% | -9.5% | -24.6% | -41.9% |
| All | -73.0% | +46.7% | -119.8% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling