+82.1%
QLD vs SSNC
+7.5%
+74.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.6% |
| 7D | +7.0% | +2.3% | +4.7% | +4.8% |
| 30D | -14.3% | -3.1% | -11.2% | -12.8% |
| 3M | -16.0% | -2.7% | -13.3% | -15.3% |
| 6M | -14.2% | +23.7% | -37.9% | -34.3% |
| YTD | +12.8% | -8.0% | +20.8% | +17.5% |
| 1Y | +14.1% | -4.7% | +18.8% | +13.7% |
| 3Y | +146.0% | +58.0% | +88.0% | +24.0% |
| All | +82.1% | +7.5% | +74.6% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling