-47.7%
QS vs SSNC
+39.4%
-87.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.4% |
| 7D | -5.0% | -6.7% | +1.8% | +0.3% |
| 30D | -18.3% | -0.8% | -17.5% | -18.1% |
| 3M | -26.0% | +16.1% | -42.1% | -36.2% |
| 6M | -24.0% | +7.9% | -32.0% | -31.0% |
| YTD | -50.3% | -8.7% | -41.6% | -47.8% |
| 1Y | -38.0% | -9.5% | -28.5% | -34.4% |
| 3Y | -24.6% | +47.7% | -72.3% | -52.7% |
| 5Y | -75.4% | +17.6% | -93.1% | -80.6% |
| All | -47.7% | +39.4% | -87.1% | -56.2% |
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 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