+1,618.6%
QQQ vs SSNC
+1,037.0%
+581.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +1.5% |
| 7D | +1.5% | -1.8% | +3.3% | +2.2% |
| 30D | -0.6% | +1.9% | -2.6% | -1.5% |
| 3M | +0.4% | +18.4% | -18.0% | -7.2% |
| 6M | +20.1% | +7.0% | +13.1% | +15.3% |
| YTD | +17.2% | -6.9% | +24.1% | +18.8% |
| 1Y | +24.7% | -8.2% | +32.9% | +26.8% |
| 3Y | +96.2% | +50.5% | +45.6% | +60.5% |
| 5Y | +94.4% | +17.4% | +77.0% | +75.4% |
| 10Y | +556.7% | +164.9% | +391.8% | +326.6% |
| All | +1,618.6% | +1,037.0% | +581.6% | +569.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling