+1,628.2%
QLD vs SSNC
+175.8%
+1,452.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.4% |
| 7D | +0.6% | +0.6% | -0.1% | 0.0% |
| 30D | -0.1% | +6.0% | -6.2% | -5.6% |
| 3M | -8.4% | +21.0% | -29.3% | -25.7% |
| 6M | +32.2% | +12.1% | +20.1% | +14.0% |
| YTD | +28.9% | -3.2% | +32.1% | +26.9% |
| 1Y | +43.8% | -4.4% | +48.2% | +42.3% |
| 3Y | +176.6% | +51.6% | +125.0% | +72.1% |
| 5Y | +121.6% | +21.1% | +100.5% | +79.7% |
| All | +1,628.2% | +175.8% | +1,452.5% | +681.4% |
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