+558.6%
QQQ vs SSNC
+173.6%
+385.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | -0.6% | -4.0% | +3.5% | +1.3% |
| 30D | -1.2% | +0.5% | -1.7% | -1.6% |
| 3M | -0.2% | +18.9% | -19.1% | -8.9% |
| 6M | +17.9% | +10.8% | +7.1% | +10.7% |
| YTD | +16.6% | -7.1% | +23.8% | +18.8% |
| 1Y | +23.0% | -9.6% | +32.6% | +26.6% |
| 3Y | +92.9% | +51.1% | +41.9% | +51.7% |
| 5Y | +95.6% | +19.7% | +75.9% | +71.1% |
| All | +558.6% | +173.6% | +385.0% | +310.7% |
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