-24.7%
QS vs SSNC
+47.5%
-72.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -5.8% |
| 7D | -4.2% | -3.9% | -0.3% | -2.1% |
| 30D | -15.7% | -0.2% | -15.5% | -15.8% |
| 3M | -28.7% | +15.9% | -44.6% | -35.8% |
| 6M | -23.2% | +7.5% | -30.7% | -27.0% |
| YTD | -49.9% | -8.2% | -41.7% | -45.7% |
| 1Y | -38.8% | -9.3% | -29.5% | -33.0% |
| All | -24.7% | +47.5% | -72.2% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling