-75.0%
QS vs SSNC
+19.2%
-94.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.3% |
| 7D | -3.6% | -4.0% | +0.4% | 0.0% |
| 30D | -17.2% | +0.5% | -17.8% | -18.0% |
| 3M | -27.0% | +18.9% | -45.9% | -40.3% |
| 6M | -24.6% | +10.8% | -35.4% | -34.5% |
| YTD | -49.3% | -7.1% | -42.2% | -47.1% |
| 1Y | -40.3% | -9.6% | -30.7% | -35.9% |
| 3Y | -23.8% | +51.1% | -74.9% | -60.4% |
| All | -75.0% | +19.2% | -94.2% | -80.9% |
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