-90.9%
QS vs SSNC
+7.5%
-98.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.3% | -5.3% |
| 7D | -14.0% | +2.3% | -16.3% | -15.8% |
| 30D | -6.4% | -3.1% | -3.3% | -4.2% |
| 3M | -40.3% | -2.7% | -37.5% | -39.4% |
| 6M | -57.5% | +23.7% | -81.2% | -67.0% |
| YTD | -64.7% | -8.0% | -56.6% | -63.1% |
| 1Y | -72.9% | -4.7% | -68.2% | -72.9% |
| 3Y | -33.5% | +58.0% | -91.4% | -67.3% |
| All | -90.9% | +7.5% | -98.5% | -92.1% |
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