+5.2%
QLD vs SSNC
-7.9%
+13.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.6% |
| 7D | -10.3% | -3.3% | -6.9% | -10.2% |
| 30D | -26.1% | -1.3% | -24.8% | -26.2% |
| 3M | -17.8% | -2.3% | -15.4% | -17.9% |
| 6M | -15.6% | +12.6% | -28.2% | -15.0% |
| YTD | +5.4% | -10.1% | +15.5% | +16.0% |
| 1Y | +5.2% | -6.6% | +11.8% | +12.2% |
| All | +5.2% | -7.9% | +13.2% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling