+1,351.8%
QLD vs SSNC
+172.0%
+1,179.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.2% |
| 7D | -10.3% | -3.3% | -6.9% | -7.4% |
| 30D | -26.1% | -1.3% | -24.8% | -26.1% |
| 3M | -17.8% | -2.3% | -15.4% | -17.3% |
| 6M | -15.6% | +12.6% | -28.2% | -28.5% |
| YTD | +5.4% | -10.1% | +15.5% | +9.4% |
| 1Y | +5.2% | -6.6% | +11.8% | +5.0% |
| 3Y | +139.4% | +54.0% | +85.5% | +43.3% |
| 5Y | +66.7% | +7.0% | +59.7% | +49.3% |
| All | +1,351.8% | +172.0% | +1,179.8% | +596.8% |
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